+60.2%
TXG vs INDA
+16.8%
+43.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | -1.8% | +1.1% | -2.9% | -2.9% |
| 30D | -20.4% | +9.4% | -29.8% | -28.0% |
| 3M | +0.1% | +2.9% | -2.9% | -3.2% |
| 6M | +176.2% | +7.2% | +168.9% | +155.7% |
| YTD | +256.8% | -4.8% | +261.6% | +277.1% |
| 1Y | +255.9% | -5.1% | +261.0% | +276.6% |
| 3Y | +60.2% | +16.7% | +43.6% | +16.3% |
| All | +60.2% | +16.8% | +43.4% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling