+20.6%
ICE vs TSN
+19.9%
+0.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.1% | +1.4% |
| 7D | +12.2% | +8.4% | +3.7% | +10.7% |
| 30D | +15.0% | +16.1% | -1.1% | +12.5% |
| 3M | +17.6% | +3.2% | +14.5% | +17.1% |
| 6M | +12.6% | -11.1% | +23.7% | +13.6% |
| YTD | +9.1% | +5.1% | +4.0% | +8.8% |
| 1Y | +20.6% | +19.4% | +1.2% | +20.1% |
| All | +20.6% | +19.9% | +0.7% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling