+38.7%
EXPE vs TYL
-34.2%
+72.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.2% |
| 7D | -9.5% | -3.7% | -5.9% | -8.3% |
| 30D | -6.6% | +18.7% | -25.4% | -12.5% |
| 3M | +31.4% | +18.1% | +13.2% | +22.7% |
| 6M | +35.2% | -1.1% | +36.3% | +33.4% |
| YTD | +5.8% | -19.8% | +25.6% | +10.5% |
| 1Y | +38.7% | -34.3% | +73.0% | +52.7% |
| All | +38.7% | -34.2% | +72.9% | +52.7% |
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