-53.1%
TE vs INDA
+46.9%
-99.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.1% |
| 7D | +0.2% | -2.7% | +2.9% | +1.7% |
| 30D | -5.9% | -2.8% | -3.2% | -4.5% |
| 3M | -45.6% | +1.6% | -47.2% | -45.9% |
| 6M | -43.4% | -1.4% | -41.9% | -42.6% |
| YTD | -31.0% | -10.1% | -20.8% | -26.7% |
| 1Y | +145.2% | -8.8% | +154.0% | +159.6% |
| 3Y | -24.1% | +7.6% | -31.7% | -23.5% |
| 5Y | -48.1% | +5.8% | -53.9% | -48.2% |
| All | -53.1% | +46.9% | -99.9% | -53.8% |
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