+153.8%
TPR vs INDA
+115.1%
+38.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | +0.7% | -3.0% | -2.8% |
| 30D | -23.0% | -0.8% | -22.2% | -22.6% |
| 3M | -12.5% | +3.9% | -16.4% | -14.7% |
| 6M | -21.4% | -0.7% | -20.7% | -20.9% |
| YTD | -3.5% | -7.7% | +4.1% | +1.9% |
| 1Y | +17.4% | -5.1% | +22.4% | +21.6% |
| 3Y | +291.3% | +13.6% | +277.6% | +255.8% |
| 5Y | +241.9% | +7.8% | +234.1% | +225.0% |
| 10Y | +322.7% | +84.6% | +238.0% | +184.2% |
| All | +153.8% | +115.1% | +38.6% | +56.0% |
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