+68.1%
EXPD vs TKO
+128.8%
-60.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.2% | -2.4% |
| 7D | -7.2% | +5.7% | -12.9% | -7.7% |
| 30D | -3.3% | +6.9% | -10.2% | -3.9% |
| 3M | +3.4% | +2.4% | +1.0% | +3.0% |
| 6M | +22.7% | +1.1% | +21.6% | +22.1% |
| YTD | +24.5% | -7.5% | +32.0% | +25.3% |
| 1Y | +38.6% | +7.2% | +31.5% | +37.0% |
| All | +68.1% | +128.8% | -60.7% | +57.6% |
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