+118.5%
EXPE vs TYL
+174.6%
-56.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | -13.3% | +3.5% | -16.8% | -14.7% |
| 30D | -5.5% | +26.9% | -32.4% | -15.4% |
| 3M | -16.5% | +33.8% | -50.3% | -27.4% |
| 6M | +13.1% | +28.8% | -15.7% | -0.8% |
| YTD | -8.0% | -7.9% | -0.1% | -6.4% |
| 1Y | +1.1% | -9.8% | +10.9% | +3.7% |
| 3Y | +131.2% | +1.2% | +130.0% | +116.6% |
| 5Y | +39.8% | -22.8% | +62.6% | +43.5% |
| 10Y | +118.5% | +168.8% | -50.3% | +35.0% |
| All | +118.5% | +174.6% | -56.1% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling