+559.7%
TLN vs INDA
+18.0%
+541.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -1.0% |
| 7D | +1.1% | +6.2% | -5.1% | -3.9% |
| 30D | -4.6% | +12.4% | -17.0% | -13.8% |
| 3M | +5.2% | +3.2% | +2.1% | +2.5% |
| 6M | -6.5% | +3.8% | -10.3% | -9.4% |
| YTD | -3.6% | -4.3% | +0.7% | -0.2% |
| 1Y | -8.2% | -4.5% | -3.8% | -4.8% |
| 3Y | +559.7% | +17.1% | +542.6% | +535.7% |
| All | +559.7% | +18.0% | +541.7% | +535.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling