+285.0%
TSM vs INDA
+5.9%
+279.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | 0.0% |
| 7D | +4.8% | -2.6% | +7.4% | +7.5% |
| 30D | +4.0% | -2.9% | +7.0% | +7.1% |
| 3M | +2.0% | +2.4% | -0.4% | -0.2% |
| 6M | +25.5% | -2.6% | +28.1% | +29.0% |
| YTD | +44.0% | -10.0% | +54.0% | +59.6% |
| 1Y | +75.4% | -7.7% | +83.1% | +89.4% |
| 3Y | +406.7% | +8.9% | +397.9% | +357.3% |
| 5Y | +285.0% | +6.0% | +279.0% | +250.7% |
| All | +285.0% | +5.9% | +279.1% | +250.7% |
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 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