+42.5%
ICE vs TSEM
+668.6%
-626.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -2.2% |
| 7D | -1.2% | +10.4% | -11.6% | -1.2% |
| 30D | +5.0% | -12.9% | +17.9% | +5.0% |
| 3M | +13.9% | -9.2% | +23.1% | +13.6% |
| 6M | -4.4% | +98.8% | -103.2% | -8.6% |
| YTD | -1.9% | +87.2% | -89.1% | -6.1% |
| 1Y | -8.1% | +239.0% | -247.1% | -15.4% |
| 3Y | +42.5% | +679.5% | -637.0% | +25.3% |
| All | +42.5% | +668.6% | -626.1% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling