-12.2%
TLT vs INDA
+115.8%
-128.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.7% | +3.1% | -5.8% | -2.5% |
| 30D | +2.2% | +9.1% | -7.0% | +2.8% |
| 3M | -1.7% | +3.2% | -4.9% | -1.5% |
| 6M | -4.0% | +8.5% | -12.4% | -3.4% |
| YTD | -4.9% | -4.6% | -0.3% | -5.4% |
| 1Y | -7.4% | -5.5% | -1.9% | -7.9% |
| 3Y | +3.0% | +16.7% | -13.7% | +4.8% |
| 5Y | -35.1% | +9.0% | -44.1% | -34.3% |
| All | -12.2% | +115.8% | -128.1% | -2.5% |
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