-82.5%
TTD vs ICE
+43.9%
-126.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +1.5% |
| 7D | +20.8% | +3.2% | +17.5% | +17.6% |
| 30D | +33.8% | +14.7% | +19.1% | +17.9% |
| 3M | +17.8% | +19.8% | -1.9% | -0.4% |
| 6M | -25.7% | +15.2% | -41.0% | -35.1% |
| YTD | -57.9% | +12.7% | -70.6% | -63.0% |
| 1Y | -63.8% | +20.4% | -84.2% | -70.4% |
| 3Y | -75.0% | +70.8% | -145.8% | -87.5% |
| 5Y | -82.5% | +43.9% | -126.5% | -88.6% |
| All | -82.5% | +43.9% | -126.5% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling