+3.1%
TLT vs INDA
+121.8%
-118.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.1% | +1.1% | -4.2% | -3.0% |
| 30D | +1.0% | +9.4% | -8.3% | +1.9% |
| 3M | -2.7% | +2.9% | -5.7% | -2.5% |
| 6M | -4.1% | +7.2% | -11.4% | -3.5% |
| YTD | -5.4% | -4.8% | -0.5% | -5.8% |
| 1Y | -7.0% | -5.1% | -1.9% | -7.5% |
| 3Y | +2.8% | +16.7% | -13.8% | +4.8% |
| 5Y | -35.4% | +8.8% | -44.1% | -34.5% |
| 10Y | -13.1% | +116.2% | -129.3% | -1.5% |
| All | +3.1% | +121.8% | -118.6% | +18.7% |
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