+75.4%
TSM vs ICE
-8.7%
+84.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -1.0% |
| 7D | +4.8% | -0.9% | +5.6% | +4.5% |
| 30D | +4.0% | +4.0% | +0.1% | +5.1% |
| 3M | +2.0% | +11.0% | -9.0% | +6.0% |
| 6M | +25.5% | -5.0% | +30.4% | +27.8% |
| YTD | +44.0% | -2.7% | +46.7% | +48.4% |
| 1Y | +75.4% | -8.6% | +84.0% | +70.8% |
| All | +75.4% | -8.7% | +84.2% | +70.8% |
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