+264.8%
ICE vs TYL
+185.3%
+79.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | +3.2% | +0.5% | +2.7% | +3.0% |
| 30D | +14.7% | +25.2% | -10.5% | +6.4% |
| 3M | +19.8% | +31.8% | -12.0% | +8.9% |
| 6M | +15.2% | +36.3% | -21.0% | +2.9% |
| YTD | +12.7% | -6.3% | +18.9% | +12.9% |
| 1Y | +20.4% | -9.5% | +29.9% | +22.1% |
| 3Y | +70.8% | +1.6% | +69.1% | +63.2% |
| 5Y | +43.9% | -21.8% | +65.7% | +46.6% |
| 10Y | +264.8% | +183.3% | +81.5% | +149.8% |
| All | +264.8% | +185.3% | +79.5% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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