+135.5%
EXPE vs TYL
+2.6%
+133.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.0% |
| 7D | -9.3% | +6.7% | -16.0% | -11.4% |
| 30D | +0.1% | +26.5% | -26.4% | -7.8% |
| 3M | -15.3% | +37.3% | -52.6% | -24.4% |
| 6M | +5.5% | +31.2% | -25.7% | -4.9% |
| YTD | -8.0% | -7.4% | -0.6% | -7.9% |
| 1Y | +18.9% | -9.6% | +28.4% | +19.8% |
| 3Y | +135.5% | +1.9% | +133.6% | +143.2% |
| All | +135.5% | +2.6% | +133.0% | +143.2% |
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 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