+45.0%
ICE vs TT
+140.2%
-95.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.2% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +7.6% | -7.2% | +14.8% | +9.6% |
| 3M | +13.9% | -3.0% | +16.9% | +14.1% |
| 6M | -2.4% | +1.4% | -3.7% | -3.9% |
| YTD | +0.3% | +15.9% | -15.6% | -6.1% |
| 1Y | -6.4% | +9.4% | -15.8% | -11.0% |
| 3Y | +43.1% | +124.4% | -81.3% | -2.6% |
| All | +45.0% | +140.2% | -95.2% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling