+210.5%
ICE vs TSN
-5.9%
+216.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -5.3% | +1.4% | -6.7% | -5.6% |
| 30D | +3.0% | -6.2% | +9.2% | +4.2% |
| 3M | +11.4% | -5.7% | +17.1% | +12.6% |
| 6M | -2.0% | -11.4% | +9.3% | 0.0% |
| YTD | -3.1% | -8.2% | +5.0% | -1.9% |
| 1Y | -8.4% | -2.0% | -6.4% | -8.6% |
| 3Y | +40.7% | +11.9% | +28.9% | +35.1% |
| 5Y | +40.0% | -17.8% | +57.7% | +42.1% |
| All | +210.5% | -5.9% | +216.4% | +190.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling