+77.3%
ICE vs TSLQ
-97.2%
+174.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | -2.4% | -6.6% | +4.2% | -2.6% |
| 30D | +4.0% | -24.3% | +28.3% | +3.4% |
| 3M | +13.7% | -3.6% | +17.3% | +14.0% |
| 6M | +0.9% | -12.0% | +12.9% | +1.3% |
| YTD | -2.1% | +1.4% | -3.5% | -1.1% |
| 1Y | -9.5% | -43.6% | +34.0% | -10.3% |
| 3Y | +42.1% | -95.4% | +137.5% | +34.3% |
| All | +77.3% | -97.2% | +174.5% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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