+46.6%
TEM vs INDA
-10.7%
+57.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -1.0% |
| 7D | -8.7% | -2.7% | -6.0% | -4.7% |
| 30D | +8.1% | -2.8% | +10.8% | +13.1% |
| 3M | +19.0% | +1.6% | +17.4% | +16.8% |
| 6M | +12.0% | -1.4% | +13.4% | +15.7% |
| YTD | -0.1% | -10.1% | +10.1% | +19.2% |
| 1Y | -33.5% | -8.8% | -24.8% | -23.0% |
| All | +46.6% | -10.7% | +57.3% | +96.7% |
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 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