+27.6%
TXG vs INDA
+62.1%
-34.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +3.2% |
| 7D | +9.1% | -2.6% | +11.7% | +11.3% |
| 30D | +14.9% | -2.9% | +17.8% | +17.6% |
| 3M | +120.0% | +2.4% | +117.6% | +116.6% |
| 6M | +221.8% | -2.6% | +224.4% | +230.8% |
| YTD | +312.6% | -10.0% | +322.5% | +348.5% |
| 1Y | +398.4% | -7.7% | +406.1% | +430.3% |
| 3Y | +42.1% | +8.9% | +33.2% | +36.0% |
| 5Y | -63.5% | +6.0% | -69.4% | -64.1% |
| All | +27.6% | +62.1% | -34.5% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling