+214.9%
ICE vs TXT
+100.3%
+114.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | +4.0% | -10.4% | +14.4% | +6.8% |
| 3M | +11.0% | -14.3% | +25.3% | +15.0% |
| 6M | -5.0% | -15.1% | +10.1% | -1.5% |
| YTD | -2.7% | -8.3% | +5.6% | -1.5% |
| 1Y | -8.6% | -0.7% | -7.9% | -9.6% |
| 3Y | +41.4% | +6.0% | +35.4% | +35.1% |
| 5Y | +39.9% | +12.5% | +27.3% | +29.6% |
| 10Y | +214.9% | +103.2% | +111.7% | +119.1% |
| All | +214.9% | +100.3% | +114.6% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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