-23.0%
TNA vs INDA
+5.7%
-28.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | -1.1% |
| 7D | -7.3% | -2.7% | -4.6% | -1.3% |
| 30D | -14.2% | -2.8% | -11.4% | -8.5% |
| 3M | -4.6% | +1.6% | -6.2% | -7.8% |
| 6M | +36.9% | -1.4% | +38.3% | +44.1% |
| YTD | +42.5% | -10.1% | +52.7% | +84.3% |
| 1Y | +45.8% | -8.8% | +54.5% | +80.1% |
| 3Y | +104.7% | +7.6% | +97.0% | +68.8% |
| All | -23.0% | +5.7% | -28.7% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling