+2,263.8%
ICE vs TSN
+360.2%
+1,903.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.8% |
| 7D | -1.2% | -5.0% | +3.9% | +0.5% |
| 30D | +5.0% | -9.1% | +14.0% | +8.5% |
| 3M | +13.9% | -7.4% | +21.3% | +16.8% |
| 6M | -4.4% | -13.4% | +9.0% | 0.0% |
| YTD | -1.9% | -8.5% | +6.6% | +0.3% |
| 1Y | -8.1% | -3.2% | -4.9% | -8.4% |
| 3Y | +42.5% | +11.5% | +31.0% | +31.6% |
| 5Y | +40.6% | -19.5% | +60.2% | +43.8% |
| 10Y | +217.1% | -9.1% | +226.2% | +178.6% |
| All | +2,263.8% | +360.2% | +1,903.6% | +483.5% |
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