+39.9%
ICE vs TSEM
+654.3%
-614.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -0.9% | +4.7% | -5.6% | -1.0% |
| 30D | +4.0% | -14.2% | +18.2% | +4.3% |
| 3M | +11.0% | -5.0% | +16.0% | +10.3% |
| 6M | -5.0% | +87.6% | -92.5% | -10.2% |
| YTD | -2.7% | +84.4% | -87.1% | -8.3% |
| 1Y | -8.6% | +235.4% | -244.0% | -18.0% |
| 3Y | +41.4% | +668.0% | -626.6% | +15.1% |
| 5Y | +39.9% | +644.7% | -604.9% | +13.8% |
| All | +39.9% | +654.3% | -614.5% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling