-38.0%
DOCS vs TKO
+264.8%
-302.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | -0.2% |
| 7D | 0.0% | +7.8% | -7.8% | -2.1% |
| 30D | +7.8% | +12.2% | -4.4% | +4.3% |
| 3M | +20.0% | +7.5% | +12.5% | +17.2% |
| 6M | +26.5% | +7.7% | +18.8% | +22.7% |
| YTD | -25.8% | -3.3% | -22.4% | -26.1% |
| 1Y | -39.5% | +11.1% | -50.6% | -42.6% |
| 3Y | +60.3% | +141.0% | -80.7% | +19.3% |
| 5Y | -57.0% | +278.8% | -335.8% | -77.7% |
| All | -38.0% | +264.8% | -302.8% | -68.9% |
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 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