-72.0%
TTD vs ICE
+21.0%
-93.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.5% | +1.7% |
| 7D | +3.7% | +12.2% | -8.5% | -2.4% |
| 30D | +10.4% | +15.0% | -4.5% | +2.5% |
| 3M | -31.6% | +17.6% | -49.2% | -37.2% |
| 6M | -45.1% | +12.6% | -57.7% | -48.8% |
| YTD | -65.1% | +9.1% | -74.3% | -67.3% |
| 1Y | -72.0% | +20.6% | -92.6% | -75.6% |
| All | -72.0% | +21.0% | -93.0% | -75.6% |
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