-56.8%
TSLL vs EXPD
+87.3%
-144.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.3% | +10.9% | +10.2% |
| 7D | -21.2% | -7.2% | -14.1% | -16.5% |
| 30D | -13.3% | -3.3% | -10.0% | -10.6% |
| 3M | +15.4% | +3.4% | +12.0% | +13.3% |
| 6M | -34.2% | +22.7% | -56.9% | -42.5% |
| YTD | -52.9% | +24.5% | -77.4% | -60.8% |
| 1Y | -54.3% | +38.6% | -93.0% | -65.3% |
| 3Y | -18.4% | +71.5% | -89.9% | -50.9% |
| All | -56.8% | +87.3% | -144.2% | -74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling