+131.2%
EXPE vs TYL
+0.5%
+130.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | -13.3% | +3.5% | -16.8% | -14.4% |
| 30D | -5.5% | +26.9% | -32.4% | -13.1% |
| 3M | -16.5% | +33.8% | -50.3% | -24.8% |
| 6M | +13.1% | +28.8% | -15.7% | +2.5% |
| YTD | -8.0% | -7.9% | -0.1% | -7.7% |
| 1Y | +1.1% | -9.8% | +10.9% | +2.0% |
| 3Y | +131.2% | +1.2% | +130.0% | +138.7% |
| All | +131.2% | +0.5% | +130.6% | +138.7% |
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