+264.9%
ICE vs TT
+725.1%
-460.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | +3.6% | +4.0% | -0.4% | +2.3% |
| 30D | +15.1% | -11.3% | +26.4% | +18.9% |
| 3M | +15.4% | -12.3% | +27.7% | +19.5% |
| 6M | +16.1% | -10.8% | +27.0% | +18.7% |
| YTD | +11.4% | +8.2% | +3.2% | +5.1% |
| 1Y | +18.5% | +1.5% | +17.0% | +14.3% |
| 3Y | +70.5% | +91.5% | -20.9% | +23.7% |
| 5Y | +40.9% | +130.2% | -89.3% | -7.9% |
| All | +264.9% | +725.1% | -460.2% | +40.8% |
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