-35.3%
INIO vs TKO
-3.4%
-31.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.0% | +0.1% | +5.3% |
| 7D | +12.1% | +7.2% | +4.9% | +12.7% |
| 30D | -20.2% | +4.7% | -24.9% | -19.7% |
| 3M | -35.3% | -3.2% | -32.1% | -35.3% |
| All | -35.3% | -3.4% | -31.9% | -35.3% |
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 · Available span rolling