-97.1%
TSLQ vs INDA
+23.7%
-120.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +0.2% |
| 7D | +5.7% | -3.6% | +9.3% | -1.6% |
| 30D | -21.1% | -4.0% | -17.1% | -26.8% |
| 3M | -11.5% | +1.7% | -13.2% | -7.3% |
| 6M | -14.9% | -3.6% | -11.3% | -17.3% |
| YTD | +2.4% | -11.0% | +13.4% | -14.2% |
| 1Y | -49.8% | -9.5% | -40.3% | -56.1% |
| 3Y | -95.8% | +7.6% | -103.5% | -94.4% |
| All | -97.1% | +23.7% | -120.8% | -95.0% |
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 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