+45.0%
ICE vs TMF
-87.5%
+132.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -0.7% | -1.4% | +0.8% | -0.6% |
| 30D | +7.6% | -2.8% | +10.5% | +7.8% |
| 3M | +13.9% | -10.9% | +24.8% | +14.7% |
| 6M | -2.4% | -21.3% | +19.0% | -0.8% |
| YTD | +0.3% | -15.9% | +16.1% | +1.3% |
| 1Y | -6.4% | -15.7% | +9.3% | -5.5% |
| 3Y | +43.1% | -43.4% | +86.5% | +46.2% |
| All | +45.0% | -87.5% | +132.5% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling