+104.9%
EXPE vs TYL
-25.2%
+130.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | +0.3% |
| 7D | -9.5% | -3.7% | -5.9% | -7.9% |
| 30D | -6.6% | +18.7% | -25.4% | -14.4% |
| 3M | +31.4% | +18.1% | +13.2% | +20.1% |
| 6M | +35.2% | -1.1% | +36.3% | +34.3% |
| YTD | +5.8% | -19.8% | +25.6% | +16.0% |
| 1Y | +38.7% | -34.3% | +73.0% | +68.0% |
| 3Y | +175.8% | -8.2% | +184.0% | +165.2% |
| All | +104.9% | -25.2% | +130.1% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling