+217.1%
ICE vs TMF
-86.8%
+303.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.2% | +1.0% | -2.1% | -1.1% |
| 30D | +5.0% | -1.8% | +6.8% | +4.9% |
| 3M | +13.9% | -8.2% | +22.1% | +13.7% |
| 6M | -4.4% | -19.5% | +15.1% | -4.7% |
| YTD | -1.9% | -16.0% | +14.0% | -2.1% |
| 1Y | -8.1% | -22.5% | +14.4% | -8.4% |
| 3Y | +42.5% | -42.3% | +84.8% | +41.0% |
| 5Y | +40.6% | -87.7% | +128.3% | +23.8% |
| 10Y | +217.1% | -86.5% | +303.6% | +205.7% |
| All | +217.1% | -86.8% | +303.9% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling