+436.6%
TD vs INDA
+115.1%
+321.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | +0.3% | +0.7% | -0.4% | 0.0% |
| 30D | +0.4% | -0.8% | +1.2% | +0.8% |
| 3M | +7.6% | +3.9% | +3.7% | +5.6% |
| 6M | +25.0% | -0.7% | +25.7% | +25.2% |
| YTD | +31.0% | -7.7% | +38.7% | +35.7% |
| 1Y | +65.2% | -5.1% | +70.3% | +68.8% |
| 3Y | +122.5% | +13.6% | +108.9% | +106.6% |
| 5Y | +124.8% | +7.8% | +117.0% | +113.6% |
| 10Y | +298.2% | +84.6% | +213.6% | +186.0% |
| All | +436.6% | +115.1% | +321.5% | +258.4% |
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