+181.2%
TSCO vs INDA
+84.7%
+96.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -5.7% | -2.7% | -3.0% | -4.8% |
| 30D | -8.8% | -2.8% | -6.0% | -7.9% |
| 3M | +6.3% | +1.6% | +4.7% | +5.7% |
| 6M | -32.3% | -1.4% | -30.8% | -32.0% |
| YTD | -32.7% | -10.1% | -22.6% | -30.4% |
| 1Y | -43.7% | -8.8% | -34.9% | -42.1% |
| 3Y | -19.7% | +7.6% | -27.3% | -22.1% |
| 5Y | -11.6% | +5.8% | -17.4% | -14.4% |
| All | +181.2% | +84.7% | +96.5% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling