+570.0%
TLN vs INDA
+15.1%
+554.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -1.6% |
| 7D | +2.0% | -3.6% | +5.6% | +5.1% |
| 30D | -12.9% | -4.0% | -9.0% | -10.0% |
| 3M | -7.4% | +1.7% | -9.2% | -8.6% |
| 6M | -6.0% | -3.6% | -2.4% | -2.9% |
| YTD | -16.9% | -11.0% | -5.9% | -8.8% |
| 1Y | -22.6% | -9.5% | -13.1% | -16.1% |
| 3Y | +469.0% | +7.6% | +461.4% | +470.9% |
| All | +570.0% | +15.1% | +554.9% | +524.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling