+581.7%
TLN vs INDA
+19.4%
+562.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +7.1% | +0.7% | +6.4% | +6.4% |
| 30D | -3.9% | -0.8% | -3.1% | -3.2% |
| 3M | -16.2% | +3.9% | -20.1% | -18.6% |
| 6M | -5.8% | -0.7% | -5.1% | -5.0% |
| YTD | -15.4% | -7.7% | -7.8% | -10.0% |
| 1Y | -16.7% | -5.1% | -11.6% | -13.0% |
| 3Y | +473.8% | +13.6% | +460.1% | +453.0% |
| All | +581.7% | +19.4% | +562.3% | +516.3% |
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 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