+25.8%
TMO vs ICE
-7.2%
+33.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -0.3% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | +6.2% | +7.6% | -1.4% | +4.4% |
| 3M | +27.5% | +13.9% | +13.5% | +23.9% |
| 6M | +20.0% | -2.4% | +22.3% | +20.5% |
| YTD | +6.1% | +0.3% | +5.9% | +6.2% |
| 1Y | +25.8% | -6.4% | +32.3% | +17.8% |
| All | +25.8% | -7.2% | +33.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling