+36.0%
TSM vs INDA
-7.3%
+43.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -5.0% | -4.7% |
| 7D | -10.0% | +6.9% | -16.9% | -15.7% |
| 30D | -18.5% | +7.4% | -26.0% | -24.3% |
| 3M | -4.9% | -1.0% | -3.9% | -3.3% |
| 6M | -1.0% | +2.9% | -3.8% | -3.2% |
| YTD | +31.3% | -7.4% | +38.7% | +38.7% |
| 1Y | +36.0% | -7.4% | +43.4% | +43.1% |
| All | +36.0% | -7.3% | +43.3% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling