+76.5%
TXN vs ICE
+41.6%
+35.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.6% |
| 7D | +4.0% | -2.4% | +6.4% | +4.4% |
| 30D | -2.9% | +4.0% | -6.9% | -3.8% |
| 3M | -9.1% | +13.7% | -22.8% | -11.8% |
| 6M | +36.6% | +0.9% | +35.7% | +36.9% |
| YTD | +57.5% | -2.1% | +59.6% | +58.2% |
| 1Y | +49.5% | -9.5% | +59.0% | +56.3% |
| 3Y | +76.5% | +42.1% | +34.5% | +45.2% |
| All | +76.5% | +41.6% | +35.0% | +45.2% |
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