+40.9%
ICE vs TTMI
+416.2%
-375.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +0.4% |
| 7D | +3.6% | +11.4% | -7.8% | +3.3% |
| 30D | +15.1% | -28.3% | +43.4% | +15.7% |
| 3M | +15.4% | -46.7% | +62.0% | +17.2% |
| 6M | +16.1% | -56.1% | +72.2% | +18.4% |
| YTD | +11.4% | +7.4% | +4.0% | +3.1% |
| 1Y | +18.5% | +17.4% | +1.1% | +8.2% |
| 3Y | +70.5% | +429.1% | -358.6% | +18.7% |
| All | +40.9% | +416.2% | -375.3% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling