+18.5%
ICE vs TW
+21.1%
-2.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.1% |
| 7D | +3.6% | +3.9% | -0.3% | +2.2% |
| 30D | +15.1% | +19.9% | -4.8% | +7.8% |
| 3M | +15.4% | +25.9% | -10.6% | +6.1% |
| 6M | +16.1% | +21.1% | -5.0% | +8.3% |
| YTD | +11.4% | +23.9% | -12.6% | +2.9% |
| 1Y | +18.5% | +21.2% | -2.8% | +10.6% |
| All | +18.5% | +21.1% | -2.6% | +10.6% |
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 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