+153.5%
ICE vs TW
+298.0%
-144.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | +2.2% | +3.2% | -1.0% | +0.9% |
| 30D | +13.7% | +19.7% | -6.0% | +5.7% |
| 3M | +17.9% | +26.8% | -8.9% | +6.9% |
| 6M | +15.0% | +20.9% | -5.9% | +5.6% |
| YTD | +10.9% | +22.9% | -11.9% | +0.9% |
| 1Y | +17.0% | +20.4% | -3.4% | +7.2% |
| 3Y | +68.2% | +42.9% | +25.3% | +40.2% |
| 5Y | +40.4% | +40.2% | +0.2% | +15.0% |
| All | +153.5% | +298.0% | -144.5% | +44.2% |
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