+42.8%
TSM vs ICE
+17.9%
+24.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.5% |
| 7D | +6.2% | +3.6% | +2.6% | +7.5% |
| 30D | -7.3% | +15.1% | -22.4% | -2.6% |
| 3M | -7.1% | +15.4% | -22.5% | -2.3% |
| 6M | +0.2% | +16.1% | -15.9% | +8.2% |
| YTD | +32.2% | +11.4% | +20.9% | +44.2% |
| 1Y | +42.8% | +18.5% | +24.3% | +58.6% |
| All | +42.8% | +17.9% | +24.9% | +58.6% |
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