+178.5%
EXE vs TYL
-16.0%
+194.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -0.6% |
| 7D | -0.3% | -3.7% | +3.4% | +0.3% |
| 30D | +8.5% | +18.7% | -10.3% | +5.7% |
| 3M | +5.5% | +18.1% | -12.7% | +2.5% |
| 6M | -5.9% | -1.1% | -4.8% | -6.1% |
| YTD | -9.7% | -19.8% | +10.1% | -6.8% |
| 1Y | +3.6% | -34.3% | +37.9% | +10.9% |
| 3Y | +18.0% | -8.2% | +26.3% | +17.7% |
| 5Y | +109.4% | -25.4% | +134.8% | +105.1% |
| All | +178.5% | -16.0% | +194.5% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling