-37.4%
DOCS vs TKO
+10.0%
-47.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | +0.8% |
| 7D | 0.0% | +7.8% | -7.8% | -0.4% |
| 30D | +7.8% | +12.2% | -4.4% | +7.2% |
| 3M | +20.0% | +7.5% | +12.5% | +19.4% |
| 6M | +26.5% | +7.7% | +18.8% | +27.6% |
| YTD | -25.8% | -3.3% | -22.4% | -24.0% |
| All | -37.4% | +10.0% | -47.5% | -39.3% |
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 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