+75.5%
ICE vs TSLQ
-97.2%
+172.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.4% |
| 7D | -5.3% | +5.7% | -11.0% | -5.2% |
| 30D | +3.0% | -21.1% | +24.1% | +2.5% |
| 3M | +11.4% | -11.5% | +22.9% | +11.4% |
| 6M | -2.0% | -14.9% | +12.9% | -1.8% |
| YTD | -3.1% | +2.4% | -5.6% | -2.1% |
| 1Y | -8.4% | -49.8% | +41.4% | -9.6% |
| 3Y | +40.7% | -95.8% | +136.6% | +31.5% |
| All | +75.5% | -97.2% | +172.7% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling