+129.1%
ICE vs TW
+221.1%
-92.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -0.7% | -2.3% | +1.7% | +0.3% |
| 30D | +7.6% | +3.9% | +3.7% | +5.9% |
| 3M | +13.9% | +5.7% | +8.2% | +10.7% |
| 6M | -2.4% | -14.5% | +12.2% | +3.3% |
| YTD | +0.3% | -0.9% | +1.1% | -0.4% |
| 1Y | -6.4% | -13.5% | +7.1% | -1.9% |
| 3Y | +43.1% | +25.0% | +18.1% | +25.7% |
| 5Y | +42.1% | +22.7% | +19.4% | +22.7% |
| All | +129.1% | +221.1% | -92.0% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling