+600.6%
TLN vs INDA
+17.4%
+583.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +4.1% |
| 7D | +10.9% | -1.0% | +11.9% | +11.8% |
| 30D | -6.3% | -2.5% | -3.8% | -4.3% |
| 3M | -10.7% | +4.0% | -14.7% | -13.4% |
| 6M | +1.6% | -1.8% | +3.4% | +3.4% |
| YTD | -13.1% | -9.2% | -3.9% | -6.3% |
| 1Y | -15.1% | -7.2% | -7.9% | -9.7% |
| 3Y | +495.0% | +9.8% | +485.2% | +486.9% |
| All | +600.6% | +17.4% | +583.1% | +541.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling