-8.1%
ICE vs TMF
-21.2%
+13.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.2% | +1.0% | -2.1% | -1.3% |
| 30D | +5.0% | -1.8% | +6.8% | +5.1% |
| 3M | +13.9% | -8.2% | +22.1% | +14.5% |
| 6M | -4.4% | -19.5% | +15.1% | -1.3% |
| YTD | -1.9% | -16.0% | +14.0% | +0.5% |
| 1Y | -8.1% | -22.5% | +14.4% | -4.1% |
| All | -8.1% | -21.2% | +13.0% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling