-97.2%
TSLQ vs INDA
+24.8%
-122.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | +0.8% |
| 7D | -6.6% | -2.7% | -3.9% | -11.5% |
| 30D | -24.3% | -2.8% | -21.5% | -28.2% |
| 3M | -3.6% | +1.6% | -5.2% | +0.7% |
| 6M | -12.0% | -1.4% | -10.5% | -10.6% |
| YTD | +1.4% | -10.1% | +11.5% | -13.6% |
| 1Y | -43.6% | -8.8% | -34.8% | -49.9% |
| 3Y | -95.4% | +7.6% | -103.0% | -93.9% |
| All | -97.2% | +24.8% | -122.0% | -94.9% |
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