+19.6%
TMO vs INDA
+7.9%
+11.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | -0.6% | -2.7% | +2.0% | +0.7% |
| 30D | +1.1% | -2.8% | +3.9% | +2.5% |
| 3M | +28.3% | +1.6% | +26.7% | +27.1% |
| 6M | +23.3% | -1.4% | +24.7% | +24.1% |
| YTD | +5.5% | -10.1% | +15.6% | +11.1% |
| 1Y | +24.5% | -8.8% | +33.3% | +30.0% |
| 3Y | +19.6% | +7.6% | +12.0% | +6.7% |
| All | +19.6% | +7.9% | +11.7% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling