+322.0%
TSM vs ICE
+65.6%
+256.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.3% |
| 7D | -7.6% | +2.0% | -9.6% | -7.5% |
| 30D | -20.5% | +12.9% | -33.4% | -20.6% |
| 3M | -10.0% | +15.4% | -25.4% | -10.4% |
| 6M | -10.1% | +13.1% | -23.1% | -9.4% |
| YTD | +24.5% | +7.5% | +17.1% | +26.1% |
| 1Y | +31.2% | +18.3% | +12.8% | +28.6% |
| 3Y | +322.0% | +65.9% | +256.1% | +233.5% |
| All | +322.0% | +65.6% | +256.4% | +233.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling