+134.0%
TRMB vs INDA
+115.1%
+18.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.5% | +0.7% | -3.2% | -2.9% |
| 30D | +1.5% | -0.8% | +2.3% | +1.9% |
| 3M | +6.8% | +3.9% | +2.8% | +4.4% |
| 6M | -14.9% | -0.7% | -14.2% | -14.6% |
| YTD | -24.1% | -7.7% | -16.4% | -20.7% |
| 1Y | -25.4% | -5.1% | -20.3% | -23.3% |
| 3Y | +8.0% | +13.6% | -5.6% | 0.0% |
| 5Y | -37.3% | +7.8% | -45.1% | -39.9% |
| 10Y | +116.8% | +84.6% | +32.2% | +56.2% |
| All | +134.0% | +115.1% | +18.9% | +48.0% |
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