+9,344.9%
TSM vs ICE
+2,632.3%
+6,712.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.5% |
| 7D | +4.4% | +3.2% | +1.2% | +3.4% |
| 30D | -7.0% | +14.7% | -21.7% | -11.3% |
| 3M | -1.8% | +19.8% | -21.6% | -7.9% |
| 6M | +2.7% | +15.2% | -12.5% | -3.1% |
| YTD | +37.1% | +12.7% | +24.4% | +29.4% |
| 1Y | +43.5% | +20.4% | +23.1% | +32.4% |
| 3Y | +341.5% | +70.8% | +270.7% | +260.1% |
| 5Y | +278.9% | +43.9% | +234.9% | +224.6% |
| 10Y | +1,641.8% | +264.8% | +1,377.0% | +995.7% |
| All | +9,344.9% | +2,632.3% | +6,712.6% | +3,325.4% |
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 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