-20.7%
TOST vs INDA
-7.9%
-12.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -1.9% |
| 7D | -4.7% | -2.6% | -2.1% | -2.9% |
| 30D | -9.1% | -2.9% | -6.1% | -7.2% |
| 3M | +29.8% | +2.4% | +27.4% | +28.0% |
| 6M | +10.0% | -2.6% | +12.7% | +11.7% |
| YTD | -8.6% | -10.0% | +1.3% | -2.7% |
| 1Y | -20.7% | -7.7% | -13.0% | -16.8% |
| All | -20.7% | -7.9% | -12.8% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling