+154.8%
EXPE vs TSLQ
-95.6%
+250.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -11.5% | -8.0% | -3.5% | -12.1% |
| 30D | -13.1% | -23.8% | +10.7% | -15.1% |
| 3M | +18.1% | -7.0% | +25.2% | +19.1% |
| 6M | +13.3% | -17.1% | +30.4% | +13.7% |
| YTD | -3.2% | +0.1% | -3.3% | -0.2% |
| 1Y | +26.1% | -51.2% | +77.3% | +21.4% |
| All | +154.8% | -95.6% | +250.4% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling