+109.8%
INDA vs TKO
+2,578.3%
-2,468.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -2.6% | +0.7% | -3.3% | -2.7% |
| 30D | -2.9% | +0.9% | -3.8% | -3.1% |
| 3M | +2.4% | -6.2% | +8.5% | +2.9% |
| 6M | -2.6% | -5.6% | +3.0% | -2.3% |
| YTD | -10.0% | -7.8% | -2.1% | -9.5% |
| 1Y | -7.7% | -1.2% | -6.5% | -8.0% |
| 3Y | +8.9% | +106.5% | -97.6% | -1.0% |
| 5Y | +6.0% | +310.4% | -304.4% | -11.9% |
| 10Y | +84.4% | +987.5% | -903.1% | +37.0% |
| All | +109.8% | +2,578.3% | -2,468.5% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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