+2,316.3%
ICE vs TSEM
+1,014.5%
+1,301.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.9% | -2.7% |
| 7D | -0.7% | +6.9% | -7.5% | -1.3% |
| 30D | +7.6% | +5.3% | +2.3% | +6.8% |
| 3M | +13.9% | -14.9% | +28.9% | +14.0% |
| 6M | -2.4% | +80.0% | -82.4% | -10.3% |
| YTD | +0.3% | +89.4% | -89.1% | -8.8% |
| 1Y | -6.4% | +253.1% | -259.5% | -20.5% |
| 3Y | +43.1% | +642.1% | -599.0% | +10.4% |
| 5Y | +42.1% | +659.1% | -617.0% | +8.0% |
| 10Y | +220.9% | +1,291.4% | -1,070.4% | +122.4% |
| All | +2,316.3% | +1,014.5% | +1,301.8% | +1,780.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling