+1,707.0%
ICE vs TNA
+781.2%
+925.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +3.6% | +3.7% | -0.1% | +2.7% |
| 30D | +15.1% | +4.4% | +10.7% | +13.3% |
| 3M | +15.4% | -26.7% | +42.0% | +22.5% |
| 6M | +16.1% | -12.8% | +29.0% | +17.3% |
| YTD | +11.4% | +22.7% | -11.3% | +2.4% |
| 1Y | +18.5% | +35.7% | -17.2% | +6.1% |
| 3Y | +70.5% | +134.6% | -64.0% | +20.6% |
| 5Y | +40.9% | -46.0% | +86.9% | +28.0% |
| 10Y | +260.6% | +38.0% | +222.5% | +87.6% |
| All | +1,707.0% | +781.2% | +925.9% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 all: compounded portfolio wealth divided by compounded TNA 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…
all analysis · Full analysis span regression · 6 months rolling