+171.8%
T vs INDA
+122.2%
+49.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.6% | +3.1% | -1.4% | +0.7% |
| 30D | -2.9% | +9.1% | -12.1% | -5.4% |
| 3M | -7.5% | +3.2% | -10.7% | -8.4% |
| 6M | -9.9% | +8.5% | -18.4% | -12.2% |
| YTD | -6.4% | -4.6% | -1.8% | -5.4% |
| 1Y | -9.4% | -5.5% | -3.9% | -8.2% |
| 3Y | +64.9% | +16.7% | +48.1% | +54.7% |
| 5Y | +57.0% | +9.0% | +48.0% | +49.9% |
| 10Y | +60.8% | +116.6% | -55.8% | +19.8% |
| All | +171.8% | +122.2% | +49.5% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling