+67.9%
EXPD vs TKO
+104.9%
-37.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -2.0% |
| 7D | -0.9% | +7.2% | -8.1% | -1.7% |
| 30D | +4.1% | +4.7% | -0.6% | +3.5% |
| 3M | +13.8% | -3.2% | +17.0% | +14.0% |
| 6M | +27.3% | -2.9% | +30.1% | +27.4% |
| YTD | +25.4% | -5.8% | +31.2% | +26.0% |
| 1Y | +54.4% | -1.1% | +55.4% | +54.0% |
| 3Y | +67.9% | +111.1% | -43.2% | +56.5% |
| All | +67.9% | +104.9% | -37.0% | +56.5% |
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 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