+213.9%
EXPE vs TSLQ
-97.2%
+311.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.8% |
| 7D | -8.7% | +5.7% | -14.3% | -8.0% |
| 30D | -13.6% | -21.1% | +7.4% | -15.8% |
| 3M | +26.6% | -11.5% | +38.2% | +26.8% |
| 6M | +19.9% | -14.9% | +34.9% | +20.8% |
| YTD | -1.7% | +2.4% | -4.1% | +2.2% |
| 1Y | +29.4% | -49.8% | +79.2% | +23.9% |
| 3Y | +155.7% | -95.8% | +251.5% | +106.8% |
| All | +213.9% | -97.2% | +311.1% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling