+91.4%
EXPE vs TKO
+291.2%
-199.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | -5.8% | +2.3% | -8.1% | -6.6% |
| 30D | -13.6% | -2.5% | -11.1% | -13.1% |
| 3M | +25.2% | -10.6% | +35.8% | +29.1% |
| 6M | +22.3% | -5.1% | +27.4% | +23.5% |
| YTD | -0.3% | -8.2% | +7.9% | +1.3% |
| 1Y | +27.8% | -4.4% | +32.2% | +27.9% |
| 3Y | +162.4% | +100.4% | +62.1% | +110.0% |
| All | +91.4% | +291.2% | -199.8% | -0.1% |
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