+22.9%
DOC vs TKO
+5.6%
+17.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.2% | +2.5% |
| 7D | +8.7% | +11.3% | -2.5% | +6.6% |
| 30D | +7.6% | +9.3% | -1.6% | +5.8% |
| 3M | -5.3% | +5.3% | -10.6% | -6.4% |
| 6M | +27.6% | +4.9% | +22.7% | +25.7% |
| YTD | +32.4% | -6.3% | +38.7% | +32.6% |
| 1Y | +22.9% | +4.9% | +17.9% | +19.4% |
| All | +22.9% | +5.6% | +17.2% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling