-96.9%
TSLQ vs EXPD
+75.3%
-172.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.5% |
| 7D | -16.8% | +5.5% | -22.4% | -13.8% |
| 30D | -18.0% | -0.8% | -17.2% | -17.5% |
| 3M | -34.5% | +4.1% | -38.6% | -32.3% |
| 6M | -8.9% | +25.7% | -34.6% | +5.6% |
| YTD | -19.0% | +31.4% | -50.4% | -3.2% |
| 1Y | -38.2% | +42.2% | -80.4% | -20.9% |
| 3Y | -96.9% | +77.2% | -174.1% | -93.9% |
| All | -96.9% | +75.3% | -172.2% | -93.9% |
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 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