+237.9%
EXPE vs TSLQ
-97.0%
+334.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.0% | -13.7% | -0.3% |
| 7D | -9.5% | -5.8% | -3.7% | -10.0% |
| 30D | -6.6% | -22.1% | +15.5% | -9.1% |
| 3M | +31.4% | +10.1% | +21.3% | +35.5% |
| 6M | +35.2% | -6.8% | +42.0% | +37.8% |
| YTD | +5.8% | +8.5% | -2.7% | +10.8% |
| 1Y | +38.7% | -49.7% | +88.4% | +32.7% |
| 3Y | +175.8% | -95.6% | +271.4% | +123.8% |
| All | +237.9% | -97.0% | +334.9% | +196.0% |
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 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