+731.6%
TLN vs INDA
+23.3%
+708.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +22.3% | +3.1% | +19.2% | +19.5% |
| 30D | +1.2% | +9.1% | -7.9% | -5.9% |
| 3M | +5.9% | +3.2% | +2.7% | +3.2% |
| 6M | +3.2% | +8.5% | -5.3% | -3.2% |
| YTD | +3.2% | -4.6% | +7.8% | +6.9% |
| 1Y | +5.2% | -5.5% | +10.7% | +9.8% |
| 3Y | +606.3% | +16.7% | +589.6% | +565.0% |
| All | +731.6% | +23.3% | +708.2% | +631.6% |
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