+414.0%
TTD vs ICE
+259.8%
+154.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -1.9% |
| 7D | +20.8% | +2.2% | +18.5% | +18.7% |
| 30D | +27.1% | +13.7% | +13.4% | +13.7% |
| 3M | +14.7% | +17.9% | -3.2% | -0.7% |
| 6M | -26.8% | +15.0% | -41.8% | -35.5% |
| YTD | -59.2% | +10.9% | -70.2% | -63.4% |
| 1Y | -64.7% | +17.0% | -81.7% | -69.8% |
| 3Y | -75.8% | +68.2% | -144.0% | -85.7% |
| 5Y | -84.6% | +40.4% | -125.0% | -89.1% |
| 10Y | +507.9% | +259.3% | +248.6% | +182.0% |
| All | +414.0% | +259.8% | +154.2% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling