-54.2%
DOCS vs TKO
+250.1%
-304.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.3% |
| 7D | -0.8% | +5.7% | -6.5% | -2.3% |
| 30D | +17.4% | +6.9% | +10.5% | +15.3% |
| 3M | +57.4% | +2.4% | +55.0% | +55.9% |
| 6M | +26.5% | +1.1% | +25.5% | +25.0% |
| YTD | -26.6% | -7.5% | -19.1% | -25.9% |
| 1Y | -48.1% | +7.2% | -55.3% | -50.2% |
| 3Y | +52.6% | +131.3% | -78.7% | +15.2% |
| All | -54.2% | +250.1% | -304.3% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling