+41.3%
ICE vs TRMB
+11.9%
+29.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | -0.9% | -2.9% | +2.0% | -0.2% |
| 30D | +4.0% | -1.8% | +5.7% | +4.3% |
| 3M | +11.0% | +8.4% | +2.6% | +9.0% |
| 6M | -5.0% | -18.5% | +13.6% | -1.5% |
| YTD | -2.7% | -26.7% | +24.0% | +2.6% |
| 1Y | -8.6% | -28.3% | +19.7% | -3.4% |
| All | +41.3% | +11.9% | +29.3% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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