+1,598.5%
TSM vs ICE
+245.5%
+1,353.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.5% |
| 7D | -2.1% | +3.2% | -5.2% | -3.2% |
| 30D | -12.5% | +12.9% | -25.5% | -16.7% |
| 3M | -5.0% | +17.5% | -22.5% | -11.2% |
| 6M | -3.2% | +14.0% | -17.2% | -8.9% |
| YTD | +31.5% | +10.0% | +21.5% | +24.4% |
| 1Y | +35.7% | +19.5% | +16.2% | +23.3% |
| 3Y | +323.5% | +66.8% | +256.7% | +222.5% |
| 5Y | +263.4% | +40.3% | +223.0% | +194.6% |
| 10Y | +1,598.5% | +249.7% | +1,348.8% | +888.8% |
| All | +1,598.5% | +245.5% | +1,353.0% | +888.8% |
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 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