+2,060.1%
TMO vs ICE
+2,273.5%
-213.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -0.6% | -2.4% | +1.7% | 0.0% |
| 30D | +1.1% | +4.0% | -2.9% | 0.0% |
| 3M | +28.3% | +13.7% | +14.7% | +23.4% |
| 6M | +23.3% | +0.9% | +22.3% | +22.5% |
| YTD | +5.5% | -2.1% | +7.6% | +5.5% |
| 1Y | +24.5% | -9.5% | +34.1% | +27.2% |
| 3Y | +19.6% | +42.1% | -22.5% | +6.9% |
| 5Y | +8.1% | +41.4% | -33.3% | -3.3% |
| 10Y | +336.7% | +216.7% | +120.0% | +214.8% |
| All | +2,060.1% | +2,273.5% | -213.4% | +896.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling