+264.9%
ICE vs TSEM
+805.6%
-540.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.8% |
| 7D | +3.6% | +7.0% | -3.3% | +3.1% |
| 30D | +15.1% | -29.8% | +44.9% | +17.3% |
| 3M | +15.4% | -41.9% | +57.3% | +18.9% |
| 6M | +16.1% | -45.8% | +61.9% | +18.9% |
| YTD | +11.4% | +25.1% | -13.7% | +2.2% |
| 1Y | +18.5% | +48.2% | -29.8% | +6.3% |
| 3Y | +70.5% | +476.5% | -406.0% | +23.2% |
| 5Y | +40.9% | +301.4% | -260.5% | +6.0% |
| All | +264.9% | +805.6% | -540.8% | +134.5% |
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