-20.7%
TLT vs INDA
+84.7%
-105.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | +0.2% |
| 7D | -1.6% | -2.7% | +1.1% | -1.8% |
| 30D | -1.1% | -2.8% | +1.6% | -1.3% |
| 3M | -4.9% | +1.6% | -6.5% | -4.7% |
| 6M | -5.0% | -1.4% | -3.6% | -5.1% |
| YTD | -4.4% | -10.1% | +5.8% | -5.2% |
| 1Y | -6.4% | -8.8% | +2.4% | -7.1% |
| 3Y | -2.0% | +7.6% | -9.6% | -1.0% |
| 5Y | -35.0% | +5.8% | -40.8% | -34.3% |
| All | -20.7% | +84.7% | -105.4% | -13.1% |
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