+0.5%
TFC vs INDA
+9.0%
-8.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +0.1% | +3.1% | -3.0% | -2.3% |
| 30D | +8.6% | +9.1% | -0.5% | +1.2% |
| 3M | -4.3% | +3.2% | -7.5% | -6.9% |
| 6M | +5.4% | +8.5% | -3.1% | -1.8% |
| YTD | +4.5% | -4.6% | +9.1% | +8.5% |
| 1Y | +14.0% | -5.5% | +19.5% | +19.2% |
| 3Y | +93.4% | +16.7% | +76.7% | +60.2% |
| 5Y | +0.5% | +9.0% | -8.5% | -12.7% |
| All | +0.5% | +9.0% | -8.5% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling