+38.3%
TXG vs INDA
+6.8%
+31.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | 0.0% |
| 7D | +5.0% | -3.6% | +8.6% | +9.7% |
| 30D | +13.5% | -4.0% | +17.5% | +19.1% |
| 3M | +128.0% | +1.7% | +126.3% | +124.4% |
| 6M | +224.4% | -3.6% | +228.1% | +241.5% |
| YTD | +307.0% | -11.0% | +318.0% | +366.8% |
| 1Y | +427.2% | -9.5% | +436.7% | +488.5% |
| All | +38.3% | +6.8% | +31.5% | +4.4% |
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