+122.4%
INDA vs TXT
+238.8%
-116.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.1% |
| 7D | +3.1% | -0.8% | +3.9% | +3.3% |
| 30D | +11.3% | +13.4% | -2.1% | +6.8% |
| 3M | +3.0% | -2.5% | +5.5% | +3.4% |
| 6M | +6.5% | -6.2% | +12.7% | +7.8% |
| YTD | -4.6% | -1.3% | -3.2% | -5.4% |
| 1Y | -5.8% | +4.3% | -10.1% | -8.3% |
| 3Y | +16.8% | +13.2% | +3.6% | +8.3% |
| 5Y | +10.4% | +12.4% | -2.0% | +0.4% |
| 10Y | +116.8% | +94.8% | +22.0% | +45.6% |
| All | +122.4% | +238.8% | -116.4% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling