-10.4%
TSLQ vs EXPD
+35.2%
-45.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.3% | -6.1% | -9.1% |
| 7D | +19.7% | -7.2% | +26.8% | +17.3% |
| 30D | +4.1% | -3.3% | +7.4% | +2.8% |
| 3M | -30.9% | +3.4% | -34.3% | -30.9% |
| 6M | -13.6% | +22.7% | -36.3% | -12.0% |
| YTD | -2.6% | +24.5% | -27.1% | +3.1% |
| 1Y | -10.4% | +38.6% | -49.1% | +10.0% |
| All | -10.4% | +35.2% | -45.6% | +10.0% |
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