-51.2%
TSLQ vs EXPD
+56.9%
-108.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.3% |
| 7D | -8.0% | +1.2% | -9.2% | -7.9% |
| 30D | -23.8% | +5.2% | -29.0% | -23.4% |
| 3M | -7.0% | +13.2% | -20.2% | -5.9% |
| 6M | -17.1% | +30.3% | -47.4% | -16.4% |
| YTD | +0.1% | +27.0% | -27.0% | -0.3% |
| 1Y | -51.2% | +57.3% | -108.5% | -53.5% |
| All | -51.2% | +56.9% | -108.0% | -53.5% |
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