+244.8%
ICE vs TMF
-83.0%
+327.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +1.0% | +0.6% | +0.4% | +1.0% |
| 30D | +11.4% | +16.3% | -4.9% | +11.6% |
| 3M | +16.2% | -2.7% | +18.9% | +16.1% |
| 6M | +12.5% | -13.2% | +25.6% | +12.3% |
| YTD | +8.6% | -16.7% | +25.2% | +8.4% |
| 1Y | +18.4% | -22.7% | +41.1% | +18.0% |
| 3Y | +66.4% | -26.1% | +92.5% | +66.6% |
| 5Y | +37.2% | -88.4% | +125.6% | +20.8% |
| 10Y | +244.8% | -81.8% | +326.7% | +250.1% |
| All | +244.8% | -83.0% | +327.8% | +250.1% |
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