+181.2%
TSCO vs ICE
+220.6%
-39.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -5.7% | -2.4% | -3.3% | -4.8% |
| 30D | -8.8% | +4.0% | -12.8% | -10.3% |
| 3M | +6.3% | +13.7% | -7.3% | +0.4% |
| 6M | -32.3% | +0.9% | -33.2% | -32.9% |
| YTD | -32.7% | -2.1% | -30.6% | -33.0% |
| 1Y | -43.7% | -9.5% | -34.2% | -42.1% |
| 3Y | -19.7% | +42.1% | -61.7% | -33.2% |
| 5Y | -11.6% | +41.4% | -53.0% | -27.5% |
| All | +181.2% | +220.6% | -39.4% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling