+56.4%
TXN vs ICE
+38.6%
+17.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | +2.0% | -5.3% | +7.3% | +3.9% |
| 30D | -8.0% | +3.0% | -11.0% | -9.2% |
| 3M | -7.8% | +11.4% | -19.2% | -12.0% |
| 6M | +32.4% | -2.0% | +34.5% | +32.8% |
| YTD | +51.7% | -3.1% | +54.8% | +51.6% |
| 1Y | +44.3% | -8.4% | +52.7% | +48.2% |
| 3Y | +71.3% | +40.7% | +30.5% | +39.0% |
| 5Y | +56.4% | +40.0% | +16.5% | +22.1% |
| All | +56.4% | +38.6% | +17.8% | +22.1% |
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 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