+9.5%
TPR vs INDA
-7.9%
+17.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -20.7% |
| YTD | -10.2% | -10.0% | -0.2% | -6.3% |
| 1Y | +9.5% | -7.7% | +17.2% | +13.8% |
| All | +9.5% | -7.9% | +17.4% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling