-19.7%
TSN vs INDA
+5.9%
-25.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | -7.3% | -2.6% | -4.7% | -6.8% |
| 30D | -8.6% | -2.9% | -5.7% | -8.0% |
| 3M | -7.5% | +2.4% | -9.9% | -8.1% |
| 6M | -14.1% | -2.6% | -11.5% | -13.7% |
| YTD | -9.4% | -10.0% | +0.5% | -7.3% |
| 1Y | -4.1% | -7.7% | +3.6% | -2.5% |
| 3Y | +10.3% | +8.9% | +1.4% | +5.6% |
| 5Y | -19.7% | +6.0% | -25.7% | -25.1% |
| All | -19.7% | +5.9% | -25.6% | -25.1% |
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