-40.6%
TOST vs INDA
+8.0%
-48.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -3.5% |
| 7D | +9.4% | +6.6% | +2.8% | +1.4% |
| 30D | +13.5% | +10.4% | +3.1% | +0.9% |
| 3M | -0.1% | +1.5% | -1.7% | -1.9% |
| 6M | +22.5% | +1.7% | +20.7% | +19.9% |
| YTD | -2.4% | -5.8% | +3.5% | +5.1% |
| 1Y | -4.7% | -5.1% | +0.4% | +1.3% |
| 3Y | +103.2% | +16.0% | +87.2% | +51.4% |
| All | -40.6% | +8.0% | -48.6% | -53.9% |
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