-49.7%
TSLQ vs EXPD
+57.8%
-107.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.9% | +11.1% | +12.1% |
| 7D | -5.8% | -1.1% | -4.6% | -5.9% |
| 30D | -22.1% | +4.1% | -26.2% | -21.8% |
| 3M | +10.1% | +17.9% | -7.9% | +11.2% |
| 6M | -6.8% | +29.2% | -36.0% | -6.2% |
| YTD | +8.5% | +27.4% | -18.8% | +7.9% |
| 1Y | -49.7% | +56.8% | -106.6% | -53.0% |
| All | -49.7% | +57.8% | -107.6% | -53.0% |
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 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