+55.6%
TOST vs INDA
+13.0%
+42.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.4% | +0.7% | -4.1% | -4.0% |
| 30D | -2.4% | -0.8% | -1.6% | -1.8% |
| 3M | +34.6% | +3.9% | +30.7% | +30.4% |
| 6M | +15.2% | -0.7% | +15.9% | +15.9% |
| YTD | -4.4% | -7.7% | +3.3% | +2.5% |
| 1Y | -17.4% | -5.1% | -12.3% | -13.7% |
| All | +55.6% | +13.0% | +42.6% | +10.2% |
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