-12.3%
TLN vs EXPD
+35.2%
-47.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.3% | +7.1% |
| 7D | -1.3% | -7.2% | +5.9% | -1.2% |
| 30D | -10.5% | -3.3% | -7.2% | -10.2% |
| 3M | +0.1% | +3.4% | -3.3% | +0.7% |
| 6M | -17.4% | +22.7% | -40.1% | -16.3% |
| YTD | -9.7% | +24.5% | -34.2% | -12.2% |
| 1Y | -12.3% | +38.6% | -50.9% | -18.7% |
| All | -12.3% | +35.2% | -47.4% | -18.7% |
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