+70.5%
ICE vs TSN
+41.9%
+28.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +3.6% | -1.4% | +5.1% | +3.9% |
| 30D | +15.1% | +8.5% | +6.6% | +13.4% |
| 3M | +15.4% | +5.3% | +10.1% | +14.1% |
| 6M | +16.1% | -10.5% | +26.6% | +18.1% |
| YTD | +11.4% | +3.0% | +8.4% | +10.2% |
| 1Y | +18.5% | +12.1% | +6.3% | +15.3% |
| 3Y | +70.5% | +43.1% | +27.4% | +63.7% |
| All | +70.5% | +41.9% | +28.6% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling