+123.6%
ICE vs TW
+206.7%
-83.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -2.4% | -4.5% | +2.1% | -0.6% |
| 30D | +4.0% | -2.3% | +6.3% | +5.0% |
| 3M | +13.7% | +2.6% | +11.1% | +11.8% |
| 6M | +0.9% | -17.5% | +18.5% | +8.3% |
| YTD | -2.1% | -5.3% | +3.2% | -1.0% |
| 1Y | -9.5% | -14.8% | +5.3% | -4.6% |
| 3Y | +42.1% | +18.8% | +23.2% | +27.4% |
| 5Y | +41.4% | +20.7% | +20.7% | +22.9% |
| All | +123.6% | +206.7% | -83.1% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling