+361.1%
TTD vs ICE
+215.5%
+145.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.3% |
| 7D | -4.6% | -0.9% | -3.7% | -3.8% |
| 30D | +3.7% | +4.0% | -0.3% | +0.3% |
| 3M | -30.2% | +11.0% | -41.2% | -36.6% |
| 6M | -51.4% | -5.0% | -46.4% | -49.6% |
| YTD | -63.4% | -2.7% | -60.7% | -63.2% |
| 1Y | -73.5% | -8.6% | -64.9% | -71.9% |
| 3Y | -83.5% | +41.4% | -124.8% | -88.6% |
| 5Y | -80.9% | +39.9% | -120.8% | -86.4% |
| All | +361.1% | +215.5% | +145.6% | +156.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling