+7.6%
INDA vs TW
+19.1%
-11.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | -2.7% | -4.5% | +1.8% | -2.5% |
| 30D | -2.8% | -2.3% | -0.5% | -2.7% |
| 3M | +1.6% | +2.6% | -1.0% | +1.4% |
| 6M | -1.4% | -17.5% | +16.1% | -0.4% |
| YTD | -10.1% | -5.3% | -4.8% | -10.1% |
| 1Y | -8.8% | -14.8% | +6.0% | -8.0% |
| 3Y | +7.6% | +18.8% | -11.2% | +6.9% |
| All | +7.6% | +19.1% | -11.4% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling