+346.2%
TSM vs INDA
+17.1%
+329.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.5% | +4.5% |
| 7D | +4.4% | +3.1% | +1.3% | +1.7% |
| 30D | -7.0% | +11.3% | -18.3% | -15.7% |
| 3M | -1.8% | +3.0% | -4.8% | -4.4% |
| 6M | +2.7% | +6.5% | -3.9% | -2.9% |
| YTD | +37.1% | -4.6% | +41.6% | +42.3% |
| 1Y | +43.5% | -5.8% | +49.2% | +50.5% |
| All | +346.2% | +17.1% | +329.0% | +305.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling