-24.2%
EXE vs TYL
-9.5%
-14.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.3% |
| 7D | -2.2% | +4.3% | -6.5% | -2.3% |
| 30D | -0.3% | +28.0% | -28.3% | -0.9% |
| 3M | -9.3% | +32.3% | -41.7% | -9.8% |
| 6M | -7.2% | +29.9% | -37.1% | -7.7% |
| YTD | -18.9% | -7.1% | -11.8% | -19.6% |
| All | -24.2% | -9.5% | -14.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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