+306.7%
TPR vs INDA
+81.7%
+224.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.5% |
| 7D | -7.3% | -2.6% | -4.7% | -5.1% |
| 30D | -30.7% | -2.9% | -27.8% | -28.9% |
| 3M | -21.6% | +2.4% | -24.0% | -23.2% |
| 6M | -21.3% | -2.6% | -18.7% | -19.4% |
| YTD | -10.2% | -10.0% | -0.2% | -1.7% |
| 1Y | +9.5% | -7.7% | +17.2% | +17.1% |
| 3Y | +280.8% | +8.9% | +271.9% | +247.3% |
| 5Y | +218.7% | +6.0% | +212.7% | +199.8% |
| 10Y | +306.7% | +84.4% | +222.3% | +142.8% |
| All | +306.7% | +81.7% | +224.9% | +142.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling