+13.7%
DOC vs TKO
+1,110.3%
-1,096.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.1% |
| 7D | +6.2% | +5.8% | +0.4% | +5.2% |
| 30D | +6.5% | +7.2% | -0.7% | +5.2% |
| 3M | -6.2% | +3.7% | -10.0% | -7.0% |
| 6M | +25.6% | +2.0% | +23.6% | +24.7% |
| YTD | +32.1% | -8.4% | +40.5% | +33.3% |
| 1Y | +20.3% | +2.6% | +17.7% | +18.9% |
| 3Y | +42.7% | +128.2% | -85.5% | +20.2% |
| 5Y | -22.2% | +247.4% | -269.6% | -40.9% |
| All | +13.7% | +1,110.3% | -1,096.6% | -22.7% |
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