+192.5%
EXPE vs TSLQ
-97.8%
+290.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -0.7% |
| 7D | -0.5% | -16.8% | +16.4% | -2.5% |
| 30D | -6.1% | -18.0% | +11.9% | -7.5% |
| 3M | -21.3% | -34.5% | +13.2% | -24.2% |
| 6M | +19.0% | -8.9% | +27.9% | +21.6% |
| YTD | -8.4% | -19.0% | +10.6% | -6.4% |
| 1Y | -2.8% | -38.2% | +35.4% | -3.9% |
| 3Y | +120.8% | -96.9% | +217.7% | +70.2% |
| All | +192.5% | -97.8% | +290.2% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling