-83.3%
TTD vs ICE
+41.9%
-125.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -1.7% |
| 7D | +1.7% | -1.2% | +2.9% | +2.4% |
| 30D | +1.6% | +5.0% | -3.4% | -1.0% |
| 3M | -27.8% | +13.9% | -41.7% | -32.8% |
| 6M | -52.1% | -4.4% | -47.7% | -51.2% |
| YTD | -63.1% | -1.9% | -61.2% | -62.9% |
| 1Y | -73.1% | -8.1% | -64.9% | -72.0% |
| 3Y | -83.3% | +42.5% | -125.8% | -86.2% |
| All | -83.3% | +41.9% | -125.2% | -86.2% |
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