+119.4%
INDA vs TMF
-76.3%
+195.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +6.6% | +1.2% | +5.4% | +6.7% |
| 30D | +10.4% | +19.7% | -9.4% | +11.8% |
| 3M | +1.5% | -2.1% | +3.6% | +1.4% |
| 6M | +1.7% | -13.4% | +15.2% | +0.7% |
| YTD | -5.8% | -16.7% | +10.9% | -7.0% |
| 1Y | -5.1% | -23.3% | +18.3% | -6.8% |
| 3Y | +16.0% | -24.8% | +40.8% | +15.3% |
| 5Y | +9.3% | -88.0% | +97.3% | -9.1% |
| 10Y | +102.1% | -84.7% | +186.9% | +79.6% |
| All | +119.4% | -76.3% | +195.6% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling