+125.4%
EXPE vs TYL
+185.3%
-59.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.9% |
| 7D | -17.8% | +0.5% | -18.3% | -18.1% |
| 30D | -3.2% | +25.2% | -28.4% | -12.8% |
| 3M | -19.0% | +31.8% | -50.7% | -29.1% |
| 6M | +17.7% | +36.3% | -18.5% | +0.5% |
| YTD | -7.8% | -6.3% | -1.5% | -7.0% |
| 1Y | -1.4% | -9.5% | +8.1% | +1.1% |
| 3Y | +121.9% | +1.6% | +120.3% | +107.6% |
| 5Y | +44.3% | -21.8% | +66.0% | +47.2% |
| 10Y | +125.4% | +183.3% | -57.9% | +35.2% |
| All | +125.4% | +185.3% | -59.9% | +35.2% |
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