-97.8%
TSLQ vs EXPD
+119.1%
-216.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.2% |
| 7D | -26.6% | +3.6% | -30.2% | -24.8% |
| 30D | -17.5% | +0.3% | -17.8% | -16.6% |
| 3M | -41.7% | +6.1% | -47.8% | -39.1% |
| 6M | -16.9% | +27.4% | -44.3% | -2.9% |
| YTD | -21.9% | +32.0% | -53.9% | -6.5% |
| 1Y | -32.5% | +40.5% | -73.1% | -15.0% |
| 3Y | -97.2% | +75.7% | -172.8% | -95.2% |
| All | -97.8% | +119.1% | -216.9% | -95.9% |
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