+65.9%
ICE vs TT
+89.7%
-23.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.1% |
| 7D | +2.0% | -2.0% | +4.0% | +2.1% |
| 30D | +12.9% | -14.0% | +26.9% | +13.7% |
| 3M | +15.4% | -15.9% | +31.3% | +16.4% |
| 6M | +13.1% | -17.3% | +30.4% | +14.1% |
| YTD | +7.5% | +4.0% | +3.5% | +4.1% |
| 1Y | +18.3% | -7.1% | +25.4% | +17.1% |
| 3Y | +65.9% | +90.2% | -24.3% | +29.2% |
| All | +65.9% | +89.7% | -23.8% | +29.2% |
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