+1,815.4%
TSM vs ICE
+215.5%
+1,599.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +4.8% | -0.9% | +5.6% | +5.0% |
| 30D | +4.0% | +4.0% | +0.1% | +2.3% |
| 3M | +2.0% | +11.0% | -9.0% | -2.9% |
| 6M | +25.5% | -5.0% | +30.4% | +27.0% |
| YTD | +44.0% | -2.7% | +46.7% | +43.3% |
| 1Y | +75.4% | -8.6% | +84.0% | +78.9% |
| 3Y | +406.7% | +41.4% | +365.4% | +314.9% |
| 5Y | +285.0% | +39.9% | +245.1% | +210.5% |
| 10Y | +1,815.4% | +214.9% | +1,600.5% | +1,115.3% |
| All | +1,815.4% | +215.5% | +1,599.9% | +1,115.3% |
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 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