+84.4%
TSM vs ICE
-7.2%
+91.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +2.3% |
| 7D | +2.7% | -0.7% | +3.4% | +2.5% |
| 30D | +3.6% | +7.6% | -4.0% | +5.6% |
| 3M | -3.4% | +13.9% | -17.3% | +1.2% |
| 6M | +20.6% | -2.4% | +23.0% | +23.8% |
| YTD | +41.9% | +0.3% | +41.6% | +47.4% |
| 1Y | +84.4% | -6.4% | +90.8% | +83.8% |
| All | +84.4% | -7.2% | +91.5% | +83.8% |
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