+69.9%
ICE vs TMF
-31.3%
+101.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.0% |
| 7D | +2.2% | -8.2% | +10.4% | +3.2% |
| 30D | +13.7% | +5.3% | +8.4% | +13.1% |
| 3M | +17.9% | -8.5% | +26.4% | +18.9% |
| 6M | +15.0% | -17.2% | +32.1% | +17.0% |
| YTD | +10.9% | -23.4% | +34.4% | +13.9% |
| 1Y | +17.0% | -30.2% | +47.2% | +21.3% |
| All | +69.9% | -31.3% | +101.2% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling