+217.4%
ICE vs TT
+910.7%
-693.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.0% |
| 7D | -1.2% | +1.6% | -2.7% | -1.6% |
| 30D | +5.0% | -7.3% | +12.3% | +7.5% |
| 3M | +13.9% | -2.6% | +16.5% | +14.0% |
| 6M | -4.4% | +5.9% | -10.3% | -7.6% |
| YTD | -1.9% | +15.4% | -17.3% | -8.7% |
| 1Y | -8.1% | +8.2% | -16.4% | -12.8% |
| 3Y | +42.5% | +122.7% | -80.2% | -2.0% |
| 5Y | +40.6% | +145.0% | -104.3% | -9.2% |
| All | +217.4% | +910.7% | -693.2% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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