+264.8%
ICE vs TT
+748.9%
-484.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | +3.2% | +3.5% | -0.3% | +2.1% |
| 30D | +14.7% | -11.0% | +25.8% | +18.4% |
| 3M | +19.8% | -12.0% | +31.8% | +23.9% |
| 6M | +15.2% | -10.4% | +25.7% | +17.7% |
| YTD | +12.7% | +9.9% | +2.7% | +5.8% |
| 1Y | +20.4% | +1.5% | +18.9% | +16.3% |
| 3Y | +70.8% | +93.7% | -22.9% | +23.5% |
| 5Y | +43.9% | +139.2% | -95.3% | -7.2% |
| 10Y | +264.8% | +741.5% | -476.7% | +40.0% |
| All | +264.8% | +748.9% | -484.1% | +40.0% |
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