+1,124.0%
TTMI vs INDA
+84.7%
+1,039.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.7% |
| 7D | +0.7% | -2.7% | +3.4% | +2.5% |
| 30D | -8.4% | -2.8% | -5.7% | -6.7% |
| 3M | -32.5% | +1.6% | -34.1% | -33.2% |
| 6M | +32.5% | -1.4% | +33.9% | +34.5% |
| YTD | +83.2% | -10.1% | +93.4% | +97.2% |
| 1Y | +161.7% | -8.8% | +170.4% | +179.3% |
| 3Y | +890.1% | +7.6% | +882.5% | +852.3% |
| 5Y | +832.4% | +5.8% | +826.7% | +803.7% |
| All | +1,124.0% | +84.7% | +1,039.3% | +776.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling