+4,072.1%
TSM vs INDA
+121.8%
+3,950.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.2% | +1.1% | +5.1% | +5.5% |
| 30D | -7.3% | +9.4% | -16.6% | -12.3% |
| 3M | -7.1% | +2.9% | -10.1% | -8.9% |
| 6M | +0.2% | +7.2% | -7.0% | -3.8% |
| YTD | +32.2% | -4.8% | +37.1% | +36.3% |
| 1Y | +42.8% | -5.1% | +47.9% | +47.4% |
| 3Y | +330.4% | +16.7% | +313.7% | +295.5% |
| 5Y | +263.9% | +8.8% | +255.2% | +249.0% |
| 10Y | +1,580.2% | +116.2% | +1,464.0% | +1,033.7% |
| All | +4,072.1% | +121.8% | +3,950.4% | +2,710.0% |
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