-23.4%
TSLL vs EXPD
+57.8%
-81.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.7% | -11.9% |
| 7D | +1.9% | -1.1% | +3.0% | +2.0% |
| 30D | +17.8% | +4.1% | +13.7% | +17.3% |
| 3M | -37.0% | +17.9% | -54.9% | -37.5% |
| 6M | -37.7% | +29.2% | -66.9% | -37.9% |
| YTD | -51.4% | +27.4% | -78.7% | -50.9% |
| 1Y | -23.4% | +56.8% | -80.2% | -16.6% |
| All | -23.4% | +57.8% | -81.2% | -16.6% |
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