+50.0%
EXPE vs TSLQ
-17.8%
+67.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +6.4% | +4.1% | +10.4% |
| 7D | +14.6% | +9.8% | +4.8% | +14.5% |
| 30D | +21.4% | -6.0% | +27.5% | +21.4% |
| 3M | +1.4% | -35.0% | +36.4% | +0.9% |
| 6M | +28.6% | -24.9% | +53.5% | +28.5% |
| YTD | +12.1% | -12.7% | +24.8% | +10.6% |
| 1Y | +50.0% | -21.0% | +71.0% | +50.2% |
| All | +50.0% | -17.8% | +67.8% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling