+10.6%
TMO vs ICE
+40.4%
-29.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | -0.6% | -2.4% | +1.7% | +0.5% |
| 30D | +1.1% | +4.0% | -2.9% | -0.8% |
| 3M | +28.3% | +13.7% | +14.7% | +20.3% |
| 6M | +23.3% | +0.9% | +22.3% | +22.2% |
| YTD | +5.5% | -2.1% | +7.6% | +5.6% |
| 1Y | +24.5% | -9.5% | +34.1% | +29.7% |
| 3Y | +19.6% | +42.1% | -22.5% | -6.9% |
| All | +10.6% | +40.4% | -29.8% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling