-17.3%
TLN vs EXPD
+53.8%
-71.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -3.2% | -5.3% | -8.5% |
| 7D | -6.0% | +0.3% | -6.3% | -5.9% |
| 30D | -1.5% | +1.8% | -3.4% | -1.3% |
| 3M | -3.9% | +8.9% | -12.8% | -3.6% |
| 6M | -15.0% | +42.2% | -57.3% | -14.6% |
| YTD | -12.8% | +33.4% | -46.2% | -16.5% |
| 1Y | -17.3% | +47.2% | -64.5% | -25.8% |
| All | -17.3% | +53.8% | -71.1% | -25.8% |
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