-24.9%
TSLL vs EXPD
+72.7%
-97.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.5% | -17.4% | -19.1% |
| 7D | -28.9% | -4.8% | -24.1% | -26.2% |
| 30D | -21.4% | -1.5% | -19.9% | -20.0% |
| 3M | +5.0% | +4.1% | +0.9% | +3.2% |
| 6M | -36.6% | +24.0% | -60.6% | -43.6% |
| YTD | -56.6% | +27.4% | -84.1% | -63.3% |
| 1Y | -60.9% | +38.4% | -99.2% | -69.0% |
| All | -24.9% | +72.7% | -97.6% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling