-97.0%
TSLQ vs EXPD
+111.4%
-208.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.9% | +11.1% | +12.5% |
| 7D | -5.8% | -1.1% | -4.6% | -6.4% |
| 30D | -22.1% | +4.1% | -26.2% | -20.3% |
| 3M | +10.1% | +17.9% | -7.9% | +22.0% |
| 6M | -6.8% | +29.2% | -36.0% | +8.4% |
| YTD | +8.5% | +27.4% | -18.8% | +26.1% |
| 1Y | -49.7% | +56.8% | -106.6% | -31.9% |
| 3Y | -95.6% | +68.0% | -163.7% | -92.9% |
| All | -97.0% | +111.4% | -208.4% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling