+107.5%
INDA vs TXT
+103.6%
+3.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.1% |
| 7D | +6.2% | -1.1% | +7.3% | +6.5% |
| 30D | +12.4% | +17.1% | -4.7% | +7.1% |
| 3M | +3.2% | -2.6% | +5.8% | +3.6% |
| 6M | +3.8% | -4.6% | +8.3% | +4.4% |
| YTD | -4.3% | -0.3% | -4.0% | -5.4% |
| 1Y | -4.5% | +5.9% | -10.4% | -7.3% |
| 3Y | +17.1% | +14.4% | +2.7% | +8.5% |
| 5Y | +11.0% | +15.9% | -4.8% | +0.3% |
| 10Y | +107.5% | +99.6% | +7.9% | +43.3% |
| All | +107.5% | +103.6% | +3.9% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling