+30.0%
TXG vs INDA
+61.7%
-31.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.4% | +2.6% |
| 7D | +9.5% | -2.7% | +12.2% | +11.8% |
| 30D | +18.8% | -2.8% | +21.5% | +21.4% |
| 3M | +136.1% | +1.6% | +134.5% | +133.9% |
| 6M | +235.2% | -1.4% | +236.7% | +241.6% |
| YTD | +320.5% | -10.1% | +330.7% | +358.0% |
| 1Y | +425.2% | -8.8% | +434.0% | +464.4% |
| 3Y | +42.9% | +7.6% | +35.3% | +38.0% |
| 5Y | -62.8% | +5.8% | -68.6% | -63.4% |
| All | +30.0% | +61.7% | -31.7% | +1.3% |
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