+5.9%
TLT vs INDA
+115.1%
-109.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | -0.6% | -0.8% | +0.2% | -0.6% |
| 3M | -2.7% | +3.9% | -6.7% | -2.4% |
| 6M | -5.6% | -0.7% | -4.9% | -5.7% |
| YTD | -2.8% | -7.7% | +4.9% | -3.6% |
| 1Y | -1.4% | -5.1% | +3.7% | -1.9% |
| 3Y | -1.6% | +13.6% | -15.2% | +0.1% |
| 5Y | -33.8% | +7.8% | -41.6% | -32.9% |
| 10Y | -21.1% | +84.6% | -105.8% | -12.2% |
| All | +5.9% | +115.1% | -109.2% | +21.6% |
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