+196.0%
EXPE vs TSLQ
-97.9%
+293.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.1% |
| 7D | -4.2% | -26.6% | +22.4% | -7.5% |
| 30D | -4.5% | -17.5% | +13.0% | -5.9% |
| 3M | -19.7% | -41.7% | +22.0% | -23.7% |
| 6M | +18.3% | -16.9% | +35.2% | +19.5% |
| YTD | -7.3% | -21.9% | +14.6% | -5.7% |
| 1Y | -3.9% | -32.5% | +28.6% | -3.6% |
| 3Y | +123.0% | -97.2% | +220.2% | +69.1% |
| All | +196.0% | -97.9% | +293.8% | +151.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling