-39.5%
TRMB vs INDA
+4.5%
-43.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | 0.0% |
| 7D | -5.4% | -3.6% | -1.8% | -2.3% |
| 30D | -2.0% | -4.0% | +2.0% | +1.5% |
| 3M | +12.3% | +1.7% | +10.6% | +10.6% |
| 6M | -17.6% | -3.6% | -14.0% | -15.1% |
| YTD | -27.5% | -11.0% | -16.5% | -19.9% |
| 1Y | -29.1% | -9.5% | -19.6% | -23.0% |
| 3Y | +11.5% | +7.6% | +3.9% | -1.1% |
| 5Y | -39.5% | +4.8% | -44.2% | -46.4% |
| All | -39.5% | +4.5% | -43.9% | -46.4% |
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