+104.7%
TNA vs INDA
+7.9%
+96.8%
-65.8%
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% | -0.8% |
| 7D | -7.3% | -2.7% | -4.6% | -2.1% |
| 30D | -14.2% | -2.8% | -11.4% | -9.3% |
| 3M | -4.6% | +1.6% | -6.2% | -7.3% |
| 6M | +36.9% | -1.4% | +38.3% | +43.3% |
| YTD | +42.5% | -10.1% | +52.7% | +77.7% |
| 1Y | +45.8% | -8.8% | +54.5% | +74.7% |
| 3Y | +104.7% | +7.6% | +97.0% | +42.6% |
| All | +104.7% | +7.9% | +96.8% | +42.6% |
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 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