+278.9%
TSM vs INDA
+10.5%
+268.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.5% | +4.5% |
| 7D | +4.4% | +3.1% | +1.3% | +1.5% |
| 30D | -7.0% | +11.3% | -18.3% | -16.4% |
| 3M | -1.8% | +3.0% | -4.8% | -4.8% |
| 6M | +2.7% | +6.5% | -3.9% | -3.5% |
| YTD | +37.1% | -4.6% | +41.6% | +43.3% |
| 1Y | +43.5% | -5.8% | +49.2% | +51.7% |
| 3Y | +341.5% | +16.8% | +324.7% | +270.4% |
| 5Y | +278.9% | +10.4% | +268.5% | +229.1% |
| All | +278.9% | +10.5% | +268.4% | +229.1% |
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 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