+147.6%
EXPE vs TYL
+5.0%
+142.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +1.7% | -15.4% | -14.4% |
| 7D | -3.6% | +15.1% | -18.7% | -8.4% |
| 30D | +4.8% | +30.1% | -25.3% | -4.5% |
| 3M | -14.6% | +40.4% | -55.0% | -24.4% |
| 6M | +10.0% | +31.3% | -21.3% | -1.0% |
| YTD | -3.3% | -5.2% | +1.9% | -4.0% |
| 1Y | +28.4% | -6.6% | +35.0% | +27.9% |
| All | +147.6% | +5.0% | +142.6% | +153.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling