+210.5%
ICE vs TSEM
+1,289.9%
-1,079.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.1% |
| 7D | -5.3% | +0.9% | -6.3% | -5.4% |
| 30D | +3.0% | -16.6% | +19.6% | +4.3% |
| 3M | +11.4% | -10.9% | +22.3% | +10.9% |
| 6M | -2.0% | +78.0% | -80.1% | -11.0% |
| YTD | -3.1% | +77.2% | -80.3% | -12.5% |
| 1Y | -8.4% | +207.6% | -215.9% | -23.2% |
| 3Y | +40.7% | +637.8% | -597.1% | +1.7% |
| 5Y | +40.0% | +617.0% | -577.0% | -0.4% |
| All | +210.5% | +1,289.9% | -1,079.4% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling