-72.2%
TTD vs ICE
-7.2%
-65.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.4% |
| 7D | +6.3% | -0.7% | +7.0% | +6.7% |
| 30D | -23.9% | +7.6% | -31.5% | -26.6% |
| 3M | -31.4% | +13.9% | -45.3% | -35.7% |
| 6M | -42.7% | -2.4% | -40.3% | -42.8% |
| YTD | -62.0% | +0.3% | -62.2% | -62.4% |
| 1Y | -72.2% | -6.4% | -65.8% | -72.7% |
| All | -72.2% | -7.2% | -65.1% | -72.7% |
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