-37.3%
DOCS vs TKO
+264.5%
-301.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | -4.2% | +3.1% | -7.3% | -5.0% |
| 30D | +8.6% | +15.0% | -6.4% | +4.5% |
| 3M | +27.2% | +2.9% | +24.4% | +25.9% |
| 6M | +26.5% | +9.0% | +17.5% | +22.2% |
| YTD | -25.0% | -3.4% | -21.6% | -25.3% |
| 1Y | -37.0% | +12.8% | -49.8% | -40.5% |
| 3Y | +39.4% | +158.0% | -118.5% | +2.0% |
| 5Y | -56.7% | +285.4% | -342.1% | -77.6% |
| All | -37.3% | +264.5% | -301.9% | -68.5% |
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 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