+42.1%
ICE vs TPG
+81.8%
-39.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -2.4% | -9.4% | +7.0% | -0.7% |
| 30D | +4.0% | -5.3% | +9.3% | +5.0% |
| 3M | +13.7% | +12.9% | +0.8% | +11.0% |
| 6M | +0.9% | +20.1% | -19.1% | -2.9% |
| YTD | -2.1% | -22.5% | +20.4% | +2.0% |
| 1Y | -9.5% | -19.7% | +10.2% | -6.6% |
| 3Y | +42.1% | +81.2% | -39.1% | +17.7% |
| All | +42.1% | +81.8% | -39.7% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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