-97.2%
TSLQ vs EXPD
+108.2%
-205.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.5% | -8.8% |
| 7D | -8.6% | -0.9% | -7.6% | -9.1% |
| 30D | -24.9% | +4.1% | -28.9% | -23.2% |
| 3M | -1.5% | +13.8% | -15.3% | +6.8% |
| 6M | -18.1% | +27.3% | -45.3% | -5.6% |
| YTD | -0.1% | +25.4% | -25.6% | +15.0% |
| 1Y | -51.4% | +54.4% | -105.7% | -34.7% |
| 3Y | -95.9% | +67.9% | -163.8% | -93.4% |
| All | -97.2% | +108.2% | -205.4% | -94.9% |
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