-44.5%
TOST vs INDA
+10.5%
-55.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -3.5% |
| 7D | +9.4% | +6.6% | +2.8% | +1.3% |
| 30D | +13.5% | +10.4% | +3.1% | +0.8% |
| 3M | -0.1% | +1.5% | -1.7% | -2.0% |
| 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% | +51.0% |
| 5Y | -41.2% | +9.3% | -50.5% | -51.5% |
| All | -44.5% | +10.5% | -55.1% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling