+47.3%
EXPE vs TKO
+276.1%
-228.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.5% | +2.3% | -2.8% | -1.3% |
| 30D | -6.1% | +13.4% | -19.5% | -9.6% |
| 3M | -21.3% | -1.7% | -19.6% | -21.0% |
| 6M | +19.0% | +7.2% | +11.8% | +15.8% |
| YTD | -8.4% | -5.4% | -3.1% | -7.8% |
| 1Y | -2.8% | +8.7% | -11.5% | -6.7% |
| 3Y | +120.8% | +150.4% | -29.7% | +63.8% |
| All | +47.3% | +276.1% | -228.9% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling