+4,375.9%
TSM vs INDA
+115.1%
+4,260.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | +0.7% | +2.0% | +2.3% |
| 30D | +3.6% | -0.8% | +4.4% | +4.1% |
| 3M | -3.4% | +3.9% | -7.3% | -5.4% |
| 6M | +20.6% | -0.7% | +21.3% | +21.6% |
| YTD | +41.9% | -7.7% | +49.5% | +49.2% |
| 1Y | +84.4% | -5.1% | +89.5% | +90.8% |
| 3Y | +380.2% | +13.6% | +366.6% | +349.5% |
| 5Y | +275.3% | +7.8% | +267.5% | +263.2% |
| 10Y | +1,751.4% | +84.6% | +1,666.7% | +1,243.7% |
| All | +4,375.9% | +115.1% | +4,260.8% | +2,975.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling