+779.7%
EXPE vs TKO
+3,632.3%
-2,852.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.0% | -12.9% | -9.3% |
| 7D | -9.8% | +7.2% | -16.9% | -11.7% |
| 30D | -11.5% | +4.7% | -16.2% | -12.8% |
| 3M | +21.7% | -3.2% | +24.9% | +22.5% |
| 6M | +10.4% | -2.9% | +13.2% | +10.6% |
| YTD | -2.5% | -5.8% | +3.3% | -1.8% |
| 1Y | +27.3% | -1.1% | +28.4% | +26.2% |
| 3Y | +153.5% | +111.1% | +42.4% | +98.0% |
| 5Y | +91.1% | +315.6% | -224.5% | +20.2% |
| 10Y | +153.1% | +978.5% | -825.4% | +10.6% |
| All | +779.7% | +3,632.3% | -2,852.6% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling