+323.0%
EXPD vs TKO
+1,165.6%
-842.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -7.4% | +6.4% | -13.8% | -8.4% |
| 30D | -2.1% | +11.9% | -14.0% | -3.9% |
| 3M | +5.7% | +5.6% | +0.1% | +4.5% |
| 6M | +21.4% | +7.5% | +13.9% | +19.2% |
| YTD | +27.6% | -3.5% | +31.1% | +27.5% |
| 1Y | +36.1% | +13.0% | +23.2% | +32.2% |
| 3Y | +69.9% | +157.6% | -87.7% | +41.0% |
| 5Y | +59.7% | +288.2% | -228.6% | +20.5% |
| 10Y | +323.0% | +1,196.6% | -873.5% | +158.9% |
| All | +323.0% | +1,165.6% | -842.6% | +158.9% |
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