+14.5%
DOC vs TKO
+1,122.2%
-1,107.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | +6.5% | +5.7% | +0.8% | +5.4% |
| 30D | +9.2% | +6.9% | +2.2% | +7.9% |
| 3M | -2.5% | +2.4% | -4.9% | -3.1% |
| 6M | +7.1% | +1.1% | +6.0% | +6.4% |
| YTD | +33.0% | -7.5% | +40.5% | +34.0% |
| 1Y | +23.3% | +7.2% | +16.1% | +20.9% |
| 3Y | +44.9% | +131.3% | -86.4% | +21.8% |
| 5Y | -21.6% | +250.8% | -272.5% | -40.6% |
| All | +14.5% | +1,122.2% | -1,107.7% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling