+203.7%
TFC vs INDA
+115.1%
+88.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | +0.7% | +1.7% | +2.0% |
| 30D | -1.3% | -0.8% | -0.5% | -0.9% |
| 3M | +6.1% | +3.9% | +2.1% | +3.4% |
| 6M | +7.3% | -0.7% | +8.1% | +7.5% |
| YTD | +8.2% | -7.7% | +15.9% | +13.3% |
| 1Y | +14.4% | -5.1% | +19.5% | +17.6% |
| 3Y | +93.7% | +13.6% | +80.1% | +78.0% |
| 5Y | +16.4% | +7.8% | +8.6% | +10.8% |
| 10Y | +101.6% | +84.6% | +16.9% | +39.0% |
| All | +203.7% | +115.1% | +88.5% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling