+148.6%
TE vs INDA
-5.0%
+153.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | -4.0% | +0.7% | -4.7% | -5.2% |
| 30D | -15.9% | -0.8% | -15.1% | -14.6% |
| 3M | -60.5% | +3.9% | -64.5% | -62.4% |
| 6M | -35.2% | -0.7% | -34.5% | -29.4% |
| YTD | -31.1% | -7.7% | -23.5% | -8.0% |
| 1Y | +148.6% | -5.1% | +153.7% | +203.6% |
| All | +148.6% | -5.0% | +153.6% | +203.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling