+419.8%
TXN vs ICE
+220.6%
+199.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.3% |
| 7D | +4.0% | -2.4% | +6.4% | +5.2% |
| 30D | -2.9% | +4.0% | -6.9% | -4.9% |
| 3M | -9.1% | +13.7% | -22.8% | -15.4% |
| 6M | +36.6% | +0.9% | +35.7% | +34.2% |
| YTD | +57.5% | -2.1% | +59.6% | +55.8% |
| 1Y | +49.5% | -9.5% | +59.0% | +54.2% |
| 3Y | +76.5% | +42.1% | +34.5% | +40.1% |
| 5Y | +62.4% | +41.4% | +21.0% | +26.7% |
| All | +419.8% | +220.6% | +199.2% | +195.1% |
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