-6.4%
ICE vs TW
-15.9%
+9.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -0.7% | -2.3% | +1.7% | +0.2% |
| 30D | +7.6% | +3.9% | +3.7% | +6.1% |
| 3M | +13.9% | +5.7% | +8.2% | +10.9% |
| 6M | -2.4% | -14.5% | +12.2% | +4.1% |
| YTD | +0.3% | -0.9% | +1.1% | -0.1% |
| 1Y | -6.4% | -13.5% | +7.1% | -1.4% |
| All | -6.4% | -15.9% | +9.5% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling