+107.4%
INDA vs TDY
+924.9%
-817.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.6% | -1.9% | -1.8% | -3.0% |
| 30D | -4.0% | -12.5% | +8.6% | +0.7% |
| 3M | +1.7% | -0.8% | +2.5% | +1.7% |
| 6M | -3.6% | -9.0% | +5.3% | -0.8% |
| YTD | -11.0% | +16.8% | -27.8% | -16.9% |
| 1Y | -9.5% | +9.5% | -19.0% | -13.8% |
| 3Y | +7.6% | +45.4% | -37.8% | -9.9% |
| 5Y | +4.8% | +37.8% | -33.0% | -12.3% |
| 10Y | +82.3% | +470.2% | -387.9% | -23.3% |
| All | +107.4% | +924.9% | -817.5% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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