+209.0%
EXPE vs TSLQ
-97.3%
+306.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -11.5% | -8.0% | -3.5% | -12.3% |
| 30D | -13.1% | -23.8% | +10.7% | -15.6% |
| 3M | +18.1% | -7.0% | +25.2% | +19.2% |
| 6M | +13.3% | -17.1% | +30.4% | +13.8% |
| YTD | -3.2% | +0.1% | -3.3% | +0.3% |
| 1Y | +26.1% | -51.2% | +77.3% | +20.4% |
| 3Y | +151.7% | -95.9% | +247.6% | +103.1% |
| All | +209.0% | -97.3% | +306.3% | +168.0% |
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 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