+211.1%
T vs INDA
+115.1%
+96.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +11.4% | -0.8% | +12.2% | +11.6% |
| 3M | +14.3% | +3.9% | +10.4% | +12.8% |
| 6M | -9.3% | -0.7% | -8.5% | -9.3% |
| YTD | +7.1% | -7.7% | +14.8% | +9.3% |
| 1Y | -9.1% | -5.1% | -4.0% | -8.1% |
| 3Y | +105.3% | +13.6% | +91.7% | +94.3% |
| 5Y | +66.8% | +7.8% | +59.0% | +59.8% |
| 10Y | +66.8% | +84.6% | -17.9% | +29.2% |
| All | +211.1% | +115.1% | +96.0% | +129.2% |
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