-60.3%
TSLL vs EXPD
+91.7%
-151.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.5% | -17.4% | -18.8% |
| 7D | -28.9% | -4.8% | -24.1% | -25.8% |
| 30D | -21.4% | -1.5% | -19.9% | -19.9% |
| 3M | +5.0% | +4.1% | +0.9% | +2.7% |
| 6M | -36.6% | +24.0% | -60.6% | -44.9% |
| YTD | -56.6% | +27.4% | -84.1% | -64.4% |
| 1Y | -60.9% | +38.4% | -99.2% | -70.0% |
| 3Y | -25.2% | +73.2% | -98.4% | -55.1% |
| All | -60.3% | +91.7% | -151.9% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling