+213.7%
ICE vs TTMI
+1,127.6%
-913.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.3% | +0.7% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | +4.0% | -8.4% | +12.5% | +4.6% |
| 3M | +13.7% | -32.5% | +46.1% | +16.9% |
| 6M | +0.9% | +32.5% | -31.5% | -5.4% |
| YTD | -2.1% | +83.2% | -85.4% | -13.2% |
| 1Y | -9.5% | +161.7% | -171.2% | -24.8% |
| 3Y | +42.1% | +890.1% | -848.0% | -8.5% |
| 5Y | +41.4% | +832.4% | -791.1% | -10.2% |
| All | +213.7% | +1,127.6% | -913.9% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling