+256.1%
TPR vs INDA
+8.0%
+248.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -2.6% |
| 7D | +14.2% | +6.6% | +7.6% | +7.7% |
| 30D | +17.1% | +10.4% | +6.7% | +7.1% |
| 3M | -17.7% | +1.5% | -19.3% | -18.9% |
| 6M | -10.2% | +1.7% | -11.9% | -11.7% |
| YTD | +4.9% | -5.8% | +10.8% | +10.5% |
| 1Y | +36.1% | -5.1% | +41.2% | +42.1% |
| 3Y | +416.5% | +16.0% | +400.5% | +322.5% |
| All | +256.1% | +8.0% | +248.1% | +203.1% |
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