-30.4%
TRMB vs INDA
-8.4%
-22.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +0.8% |
| 7D | -3.0% | -2.7% | -0.4% | -1.3% |
| 30D | +2.3% | -2.8% | +5.1% | +4.2% |
| 3M | +15.3% | +1.6% | +13.7% | +14.1% |
| 6M | -14.7% | -1.4% | -13.3% | -15.0% |
| YTD | -26.4% | -10.1% | -16.3% | -23.8% |
| 1Y | -30.4% | -8.8% | -21.6% | -28.7% |
| All | -30.4% | -8.4% | -22.0% | -28.7% |
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