+244.8%
ICE vs TYL
+174.6%
+70.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +1.0% | +3.5% | -2.5% | -0.2% |
| 30D | +11.4% | +26.9% | -15.5% | +2.8% |
| 3M | +16.2% | +33.8% | -17.7% | +5.0% |
| 6M | +12.5% | +28.8% | -16.4% | +2.3% |
| YTD | +8.6% | -7.9% | +16.4% | +9.4% |
| 1Y | +18.4% | -9.8% | +28.1% | +20.1% |
| 3Y | +66.4% | +1.2% | +65.2% | +59.2% |
| 5Y | +37.2% | -22.8% | +60.0% | +40.3% |
| 10Y | +244.8% | +168.8% | +76.0% | +137.6% |
| All | +244.8% | +174.6% | +70.3% | +137.6% |
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