+53.0%
INDA vs TW
+221.1%
-168.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +0.7% | -2.3% | +3.0% | +1.2% |
| 30D | -0.8% | +3.9% | -4.7% | -1.6% |
| 3M | +3.9% | +5.7% | -1.8% | +2.2% |
| 6M | -0.7% | -14.5% | +13.8% | +2.1% |
| YTD | -7.7% | -0.9% | -6.8% | -8.5% |
| 1Y | -5.1% | -13.5% | +8.4% | -3.0% |
| 3Y | +13.6% | +25.0% | -11.3% | +3.1% |
| 5Y | +7.8% | +22.7% | -14.9% | -3.2% |
| All | +53.0% | +221.1% | -168.1% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling