+20.4%
ICE vs TT
-0.9%
+21.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.6% |
| 7D | +3.2% | +3.5% | -0.3% | +3.9% |
| 30D | +14.7% | -11.0% | +25.8% | +12.8% |
| 3M | +19.8% | -12.0% | +31.8% | +17.5% |
| 6M | +15.2% | -10.4% | +25.7% | +13.6% |
| YTD | +12.7% | +9.9% | +2.7% | +10.0% |
| 1Y | +20.4% | +1.5% | +18.9% | +21.1% |
| All | +20.4% | -0.9% | +21.3% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling