+40.6%
ICE vs TTMI
+844.7%
-804.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.5% |
| 7D | -5.3% | +6.0% | -11.4% | -5.3% |
| 30D | +3.0% | -6.4% | +9.4% | +3.0% |
| 3M | +11.4% | -28.9% | +40.4% | +11.6% |
| 6M | -2.0% | +26.9% | -28.9% | -4.0% |
| YTD | -3.1% | +77.3% | -80.4% | -6.9% |
| 1Y | -8.4% | +147.5% | -155.9% | -14.1% |
| All | +40.6% | +844.7% | -804.1% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling