-47.3%
DOCS vs TKO
+5.6%
-53.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.4% | +3.0% | +6.2% |
| 7D | +1.2% | +11.3% | -10.0% | +0.8% |
| 30D | +21.3% | +9.3% | +12.0% | +20.8% |
| 3M | +58.4% | +5.3% | +53.1% | +57.9% |
| 6M | +39.3% | +4.9% | +34.4% | +40.5% |
| YTD | -21.7% | -6.3% | -15.4% | -19.9% |
| 1Y | -47.3% | +4.9% | -52.2% | -48.5% |
| All | -47.3% | +5.6% | -53.0% | -48.5% |
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