+379.8%
TGT vs INDA
+111.6%
+268.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.5% |
| 7D | -0.6% | -1.0% | +0.4% | -0.3% |
| 30D | +9.5% | -2.5% | +12.1% | +10.5% |
| 3M | +32.3% | +4.0% | +28.3% | +30.4% |
| 6M | +37.0% | -1.8% | +38.8% | +37.7% |
| YTD | +71.0% | -9.2% | +80.2% | +76.5% |
| 1Y | +85.0% | -7.2% | +92.2% | +89.4% |
| 3Y | +46.8% | +9.8% | +37.0% | +41.5% |
| 5Y | -22.7% | +7.5% | -30.2% | -25.0% |
| 10Y | +216.3% | +80.8% | +135.5% | +158.6% |
| All | +379.8% | +111.6% | +268.2% | +273.1% |
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