-16.7%
TLN vs EXPD
+57.8%
-74.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.8% |
| 7D | +7.1% | -1.1% | +8.2% | +7.0% |
| 30D | -3.9% | +4.1% | -8.0% | -3.6% |
| 3M | -16.2% | +17.9% | -34.1% | -14.9% |
| 6M | -5.8% | +29.2% | -35.0% | -3.8% |
| YTD | -15.4% | +27.4% | -42.8% | -13.8% |
| 1Y | -16.7% | +56.8% | -73.5% | -10.6% |
| All | -16.7% | +57.8% | -74.5% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling