+1,029.7%
TXN vs INDA
+107.4%
+922.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.4% |
| 7D | +2.0% | -3.6% | +5.6% | +4.1% |
| 30D | -8.0% | -4.0% | -4.0% | -5.9% |
| 3M | -7.8% | +1.7% | -9.5% | -8.5% |
| 6M | +32.4% | -3.6% | +36.1% | +35.2% |
| YTD | +51.7% | -11.0% | +62.7% | +62.0% |
| 1Y | +44.3% | -9.5% | +53.8% | +52.2% |
| 3Y | +71.3% | +7.6% | +63.6% | +64.1% |
| 5Y | +56.4% | +4.8% | +51.6% | +52.0% |
| 10Y | +410.2% | +82.3% | +327.9% | +266.2% |
| All | +1,029.7% | +107.4% | +922.4% | +648.0% |
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