+130.4%
EXPE vs TYL
+183.3%
-52.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | -4.2% | -1.6% | -2.6% | -3.4% |
| 30D | -4.5% | +22.1% | -26.6% | -13.0% |
| 3M | -19.7% | +33.4% | -53.1% | -30.1% |
| 6M | +18.3% | +36.8% | -18.5% | +0.8% |
| YTD | -7.3% | -6.7% | -0.6% | -6.3% |
| 1Y | -3.9% | -9.2% | +5.3% | -1.7% |
| 3Y | +123.0% | +1.2% | +121.8% | +109.1% |
| 5Y | +47.9% | -23.0% | +70.9% | +52.0% |
| All | +130.4% | +183.3% | -52.9% | +37.8% |
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