+3.1%
TSM vs INIO
-33.6%
+36.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +0.5% |
| 7D | +6.0% | +12.1% | -6.0% | +1.6% |
| 30D | +4.5% | -20.2% | +24.7% | +13.5% |
| 3M | +3.1% | -35.3% | +38.4% | +21.5% |
| All | +3.1% | -33.6% | +36.7% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 1y: compounded portfolio wealth divided by compounded INIO 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…
1y analysis · Full analysis span regression · Available span rolling