+2,583.6%
ICE vs TSN
+417.8%
+2,165.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +3.6% | -1.4% | +5.1% | +4.2% |
| 30D | +15.1% | +8.5% | +6.6% | +11.6% |
| 3M | +15.4% | +5.3% | +10.1% | +12.7% |
| 6M | +16.1% | -10.5% | +26.6% | +20.5% |
| YTD | +11.4% | +3.0% | +8.4% | +8.8% |
| 1Y | +18.5% | +12.1% | +6.3% | +11.7% |
| 3Y | +70.5% | +43.1% | +27.4% | +43.0% |
| 5Y | +40.9% | -15.1% | +56.0% | +41.6% |
| 10Y | +260.6% | +14.8% | +245.8% | +188.1% |
| All | +2,583.6% | +417.8% | +2,165.8% | +532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling