+17.0%
ICE vs TT
+0.9%
+16.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +2.2% | +8.1% | -5.8% | +3.6% |
| 30D | +13.7% | -11.3% | +25.0% | +11.8% |
| 3M | +17.9% | -11.2% | +29.1% | +15.8% |
| 6M | +15.0% | -8.9% | +23.9% | +13.4% |
| YTD | +10.9% | +9.7% | +1.2% | +8.3% |
| 1Y | +17.0% | +1.3% | +15.7% | +17.8% |
| All | +17.0% | +0.9% | +16.1% | +17.8% |
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 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