+95.4%
ICE vs TXG
+16.0%
+79.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -0.7% | +1.8% | -2.5% | -0.8% |
| 30D | +7.6% | +32.0% | -24.4% | +4.6% |
| 3M | +13.9% | +87.0% | -73.1% | +6.5% |
| 6M | -2.4% | +180.1% | -182.4% | -12.9% |
| YTD | +0.3% | +284.1% | -283.9% | -13.8% |
| 1Y | -6.4% | +361.7% | -368.1% | -21.8% |
| 3Y | +43.1% | +15.9% | +27.2% | +35.8% |
| 5Y | +42.1% | -66.2% | +108.3% | +47.0% |
| All | +95.4% | +16.0% | +79.3% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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