+425.2%
TXG vs INDA
-8.4%
+433.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.4% | +2.3% |
| 7D | +9.5% | -2.7% | +12.2% | +12.6% |
| 30D | +18.8% | -2.8% | +21.5% | +22.4% |
| 3M | +136.1% | +1.6% | +134.5% | +133.9% |
| 6M | +235.2% | -1.4% | +236.7% | +236.2% |
| YTD | +320.5% | -10.1% | +330.7% | +325.3% |
| 1Y | +425.2% | -8.8% | +434.0% | +400.6% |
| All | +425.2% | -8.4% | +433.6% | +400.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling