+121.8%
INDA vs TCOM
+247.1%
-125.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +1.1% | -1.8% | +2.9% | +1.3% |
| 30D | +9.4% | +12.1% | -2.7% | +7.7% |
| 3M | +2.9% | -3.2% | +6.1% | +3.3% |
| 6M | +7.2% | -16.6% | +23.9% | +9.6% |
| YTD | -4.8% | -39.4% | +34.6% | +1.2% |
| 1Y | -5.1% | -41.5% | +36.4% | +1.3% |
| 3Y | +16.7% | +24.4% | -7.7% | +8.9% |
| 5Y | +8.8% | +41.6% | -32.8% | -5.0% |
| 10Y | +116.2% | +6.5% | +109.7% | +87.5% |
| All | +121.8% | +247.1% | -125.4% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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