+27.6%
DOC vs TKO
+5.3%
+22.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.2% | +2.5% |
| 7D | +8.7% | +11.3% | -2.5% | +6.8% |
| 30D | +7.6% | +9.3% | -1.6% | +6.0% |
| 3M | -5.3% | +5.3% | -10.6% | -6.4% |
| 6M | +27.6% | +4.9% | +22.7% | +27.9% |
| All | +27.6% | +5.3% | +22.3% | +27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling