-75.6%
TTD vs ICE
+68.8%
-144.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.4% |
| 7D | +20.8% | +2.2% | +18.5% | +19.5% |
| 30D | +27.1% | +13.7% | +13.4% | +18.5% |
| 3M | +14.7% | +17.9% | -3.2% | +4.8% |
| 6M | -26.8% | +15.0% | -41.8% | -32.3% |
| YTD | -59.2% | +10.9% | -70.2% | -61.8% |
| 1Y | -64.7% | +17.0% | -81.7% | -67.8% |
| All | -75.6% | +68.8% | -144.4% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling