+7.5%
INDA vs TXT
+12.6%
-5.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -2.5% | -11.1% | +8.5% | -0.2% |
| 3M | +4.0% | -13.0% | +17.0% | +6.8% |
| 6M | -1.8% | -16.2% | +14.4% | +1.5% |
| YTD | -9.2% | -8.7% | -0.5% | -8.1% |
| 1Y | -7.2% | -3.8% | -3.4% | -7.3% |
| 3Y | +9.8% | +5.5% | +4.3% | +5.0% |
| 5Y | +7.5% | +12.3% | -4.8% | -1.2% |
| All | +7.5% | +12.6% | -5.1% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling