-24.5%
TE vs INDA
+6.8%
-31.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.6% | -4.9% |
| 7D | +0.9% | -3.6% | +4.5% | +6.6% |
| 30D | -16.3% | -4.0% | -12.3% | -10.9% |
| 3M | -40.8% | +1.7% | -42.5% | -42.0% |
| 6M | -42.6% | -3.6% | -39.0% | -38.6% |
| YTD | -31.4% | -11.0% | -20.4% | -16.8% |
| 1Y | +144.9% | -9.5% | +154.4% | +192.7% |
| All | -24.5% | +6.8% | -31.4% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling