+35.5%
ICE vs TMF
-88.0%
+123.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +2.0% | +1.2% | +0.8% | +1.9% |
| 30D | +12.9% | +19.7% | -6.8% | +11.4% |
| 3M | +15.4% | -2.1% | +17.5% | +15.5% |
| 6M | +13.1% | -13.4% | +26.5% | +14.1% |
| YTD | +7.5% | -16.7% | +24.2% | +8.7% |
| 1Y | +18.3% | -23.3% | +41.7% | +20.3% |
| 3Y | +65.9% | -24.8% | +90.7% | +67.5% |
| All | +35.5% | -88.0% | +123.5% | +38.4% |
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