+290.7%
TSM vs ICE
+42.0%
+248.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +3.0% |
| 7D | +6.0% | -1.2% | +7.2% | +6.3% |
| 30D | +4.5% | +5.0% | -0.4% | +2.9% |
| 3M | +3.1% | +13.9% | -10.8% | -1.4% |
| 6M | +30.2% | -4.4% | +34.6% | +32.3% |
| YTD | +45.2% | -1.9% | +47.1% | +45.1% |
| 1Y | +79.6% | -8.1% | +87.7% | +84.3% |
| 3Y | +411.0% | +42.5% | +368.5% | +314.2% |
| 5Y | +290.7% | +40.6% | +250.1% | +194.4% |
| All | +290.7% | +42.0% | +248.8% | +194.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling