+151.1%
TOST vs INDA
+16.8%
+134.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.9% |
| 30D | +16.2% | +9.4% | +6.8% | +8.1% |
| 3M | -1.5% | +2.9% | -4.5% | -3.9% |
| 6M | +55.3% | +7.2% | +48.1% | +46.8% |
| YTD | -2.3% | -4.8% | +2.5% | +1.7% |
| 1Y | -5.5% | -5.1% | -0.5% | -1.6% |
| 3Y | +151.1% | +16.7% | +134.5% | +88.2% |
| All | +151.1% | +16.8% | +134.3% | +88.2% |
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