-95.5%
TSLQ vs EXPD
+69.2%
-164.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.9% | +11.1% | +12.5% |
| 7D | -5.8% | -1.1% | -4.6% | -6.5% |
| 30D | -22.1% | +4.1% | -26.2% | -20.2% |
| 3M | +10.1% | +17.9% | -7.9% | +22.4% |
| 6M | -6.8% | +29.2% | -36.0% | +8.9% |
| YTD | +8.5% | +27.4% | -18.8% | +26.8% |
| 1Y | -49.7% | +56.8% | -106.6% | -29.7% |
| All | -95.5% | +69.2% | -164.7% | -91.7% |
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