+66.9%
T vs INDA
+83.0%
-16.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +2.0% |
| 7D | -2.4% | -3.6% | +1.2% | -1.2% |
| 30D | +4.3% | -4.0% | +8.2% | +5.7% |
| 3M | +11.6% | +1.7% | +9.8% | +10.7% |
| 6M | -5.6% | -3.6% | -1.9% | -4.7% |
| YTD | +6.6% | -11.0% | +17.6% | +10.5% |
| 1Y | -8.4% | -9.5% | +1.1% | -5.7% |
| 3Y | +107.8% | +7.6% | +100.2% | +98.2% |
| 5Y | +68.3% | +4.8% | +63.5% | +61.1% |
| All | +66.9% | +83.0% | -16.0% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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