-50.3%
DOCS vs TKO
+238.5%
-288.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.3% |
| 7D | -1.4% | +0.7% | -2.2% | -1.7% |
| 30D | +21.8% | +1.6% | +20.2% | +21.0% |
| 3M | +27.3% | -7.8% | +35.1% | +29.8% |
| 6M | -0.3% | -13.3% | +13.0% | +3.1% |
| YTD | -40.5% | -10.3% | -30.2% | -39.4% |
| 1Y | -61.5% | -0.6% | -60.9% | -62.3% |
| 3Y | +8.2% | +88.5% | -80.3% | -13.2% |
| 5Y | -73.4% | +284.7% | -358.1% | -85.9% |
| All | -50.3% | +238.5% | -288.8% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling