+8,478.7%
TSM vs ICE
+2,506.4%
+5,972.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.6% |
| 7D | -7.6% | +2.0% | -9.6% | -8.2% |
| 30D | -20.5% | +12.9% | -33.4% | -23.9% |
| 3M | -10.0% | +15.4% | -25.4% | -14.6% |
| 6M | -10.1% | +13.1% | -23.1% | -14.7% |
| YTD | +24.5% | +7.5% | +17.1% | +19.3% |
| 1Y | +31.2% | +18.3% | +12.8% | +21.6% |
| 3Y | +322.0% | +65.9% | +256.1% | +247.2% |
| 5Y | +245.3% | +35.2% | +210.0% | +201.7% |
| 10Y | +1,465.8% | +266.7% | +1,199.1% | +882.5% |
| All | +8,478.7% | +2,506.4% | +5,972.2% | +3,057.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling