-96.4%
TSLQ vs EXPD
+68.8%
-165.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.3% | -6.1% | -9.7% |
| 7D | +19.7% | -7.2% | +26.8% | +15.1% |
| 30D | +4.1% | -3.3% | +7.4% | +2.5% |
| 3M | -30.9% | +3.4% | -34.3% | -29.3% |
| 6M | -13.6% | +22.7% | -36.3% | -1.8% |
| YTD | -2.6% | +24.5% | -27.1% | +12.0% |
| 1Y | -10.4% | +38.6% | -49.1% | +13.0% |
| 3Y | -96.4% | +71.5% | -167.9% | -93.5% |
| All | -96.4% | +68.8% | -165.2% | -93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling