+38.7%
EXPE vs TSLQ
-50.5%
+89.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.0% | -13.7% | -1.3% |
| 7D | -9.5% | -5.8% | -3.7% | -9.6% |
| 30D | -6.6% | -22.1% | +15.5% | -7.4% |
| 3M | +31.4% | +10.1% | +21.3% | +33.3% |
| 6M | +35.2% | -6.8% | +42.0% | +35.7% |
| YTD | +5.8% | +8.5% | -2.7% | +6.7% |
| 1Y | +38.7% | -49.7% | +88.4% | +30.6% |
| All | +38.7% | -50.5% | +89.2% | +30.6% |
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