+115.1%
INDA vs TCOM
+226.8%
-111.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +0.7% | -9.5% | +10.2% | +2.1% |
| 30D | -0.8% | -10.7% | +9.9% | +0.7% |
| 3M | +3.9% | -14.6% | +18.6% | +5.9% |
| 6M | -0.7% | -19.3% | +18.6% | +1.9% |
| YTD | -7.7% | -42.9% | +35.3% | -1.0% |
| 1Y | -5.1% | -43.8% | +38.7% | +1.9% |
| 3Y | +13.6% | +2.1% | +11.5% | +9.1% |
| 5Y | +7.8% | +31.2% | -23.4% | -4.9% |
| 10Y | +84.6% | -13.9% | +98.6% | +64.4% |
| All | +115.1% | +226.8% | -111.7% | +64.1% |
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