+1,033.8%
TMO vs INDA
+107.4%
+926.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.1% |
| 7D | -2.5% | -3.6% | +1.2% | -0.9% |
| 30D | -0.3% | -4.0% | +3.7% | +1.5% |
| 3M | +25.3% | +1.7% | +23.5% | +24.2% |
| 6M | +20.9% | -3.6% | +24.5% | +22.6% |
| YTD | +4.3% | -11.0% | +15.3% | +9.5% |
| 1Y | +27.0% | -9.5% | +36.5% | +32.3% |
| 3Y | +17.5% | +7.6% | +9.9% | +13.1% |
| 5Y | +6.9% | +4.8% | +2.2% | +3.8% |
| 10Y | +332.0% | +82.3% | +249.7% | +221.2% |
| All | +1,033.8% | +107.4% | +926.4% | +693.9% |
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