+46.1%
ICE vs TT
+125.0%
-78.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.1% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +7.6% | -7.2% | +14.8% | +8.4% |
| 3M | +13.9% | -3.0% | +16.9% | +13.9% |
| 6M | -2.4% | +1.4% | -3.7% | -3.1% |
| YTD | +0.3% | +15.9% | -15.6% | -3.3% |
| 1Y | -6.4% | +9.4% | -15.8% | -9.0% |
| All | +46.1% | +125.0% | -78.9% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling