+2,489.8%
ICE vs TT
+2,208.2%
+281.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -2.2% |
| 7D | +2.0% | -2.0% | +4.0% | +2.9% |
| 30D | +12.9% | -14.0% | +26.9% | +20.8% |
| 3M | +15.4% | -15.9% | +31.3% | +24.5% |
| 6M | +13.1% | -17.3% | +30.4% | +21.5% |
| YTD | +7.5% | +4.0% | +3.5% | +0.7% |
| 1Y | +18.3% | -7.1% | +25.4% | +17.5% |
| 3Y | +65.9% | +90.2% | -24.3% | +6.6% |
| 5Y | +35.2% | +131.1% | -95.9% | -24.5% |
| 10Y | +266.7% | +777.7% | -511.0% | -14.2% |
| All | +2,489.8% | +2,208.2% | +281.6% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling