-38.8%
DOCS vs TKO
+264.0%
-302.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.6% | +6.4% | -7.0% | -2.3% |
| 30D | +6.3% | +11.9% | -5.6% | +3.0% |
| 3M | +26.5% | +5.6% | +20.9% | +24.2% |
| 6M | +24.8% | +7.5% | +17.3% | +21.1% |
| YTD | -26.8% | -3.5% | -23.3% | -27.0% |
| 1Y | -38.3% | +13.0% | -51.2% | -41.8% |
| 3Y | +36.0% | +157.6% | -121.5% | -0.4% |
| 5Y | -55.0% | +288.2% | -343.2% | -76.8% |
| All | -38.8% | +264.0% | -302.9% | -69.3% |
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