+321.1%
EXPD vs TKO
+958.6%
-637.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.6% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | +5.2% | +0.9% | +4.3% | +4.9% |
| 3M | +13.2% | -6.2% | +19.4% | +14.0% |
| 6M | +30.3% | -5.6% | +35.9% | +30.8% |
| YTD | +27.0% | -7.8% | +34.9% | +27.9% |
| 1Y | +57.3% | -1.2% | +58.5% | +56.4% |
| 3Y | +70.0% | +106.5% | -36.5% | +46.3% |
| 5Y | +61.6% | +310.4% | -248.8% | +20.8% |
| 10Y | +321.1% | +987.5% | -666.5% | +165.0% |
| All | +321.1% | +958.6% | -637.5% | +165.0% |
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