+261.4%
TSN vs INDA
+115.1%
+146.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -6.3% | +0.7% | -7.0% | -6.5% |
| 30D | -10.8% | -0.8% | -10.0% | -10.6% |
| 3M | -8.8% | +3.9% | -12.7% | -9.8% |
| 6M | -16.8% | -0.7% | -16.1% | -16.8% |
| YTD | -10.0% | -7.7% | -2.3% | -8.2% |
| 1Y | -5.3% | -5.1% | -0.2% | -4.1% |
| 3Y | +8.5% | +13.6% | -5.1% | +3.4% |
| 5Y | -22.9% | +7.8% | -30.7% | -25.8% |
| 10Y | -12.6% | +84.6% | -97.3% | -30.3% |
| All | +261.4% | +115.1% | +146.3% | +175.8% |
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