+145.2%
TE vs INDA
-8.4%
+153.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -1.0% |
| 7D | +0.2% | -2.7% | +2.9% | +4.7% |
| 30D | -5.9% | -2.8% | -3.2% | -1.5% |
| 3M | -45.6% | +1.6% | -47.2% | -46.6% |
| 6M | -43.4% | -1.4% | -41.9% | -38.0% |
| YTD | -31.0% | -10.1% | -20.8% | -1.8% |
| 1Y | +145.2% | -8.8% | +154.0% | +216.7% |
| All | +145.2% | -8.4% | +153.6% | +216.7% |
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