+80.8%
INDA vs TMF
-86.8%
+167.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -1.0% | +1.0% | -2.0% | -0.9% |
| 30D | -2.5% | -1.8% | -0.7% | -2.6% |
| 3M | +4.0% | -8.2% | +12.2% | +3.6% |
| 6M | -1.8% | -19.5% | +17.7% | -2.8% |
| YTD | -9.2% | -16.0% | +6.8% | -9.9% |
| 1Y | -7.2% | -22.5% | +15.3% | -8.3% |
| 3Y | +9.8% | -42.3% | +52.1% | +7.6% |
| 5Y | +7.5% | -87.7% | +95.2% | -8.3% |
| 10Y | +80.8% | -86.5% | +167.3% | +59.9% |
| All | +80.8% | -86.8% | +167.6% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TMF 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling