+36.0%
DOCS vs TKO
+164.3%
-128.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.6% | +6.4% | -7.0% | -2.1% |
| 30D | +6.3% | +11.9% | -5.6% | +3.2% |
| 3M | +26.5% | +5.6% | +20.9% | +24.4% |
| 6M | +24.8% | +7.5% | +17.3% | +21.4% |
| YTD | -26.8% | -3.5% | -23.3% | -26.8% |
| 1Y | -38.3% | +13.0% | -51.2% | -41.9% |
| 3Y | +36.0% | +157.6% | -121.5% | +6.4% |
| All | +36.0% | +164.3% | -128.3% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling