+39.5%
EXPE vs TYL
-21.3%
+60.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -3.7% |
| 7D | -9.3% | +6.7% | -16.0% | -12.1% |
| 30D | +0.1% | +26.5% | -26.4% | -10.8% |
| 3M | -15.3% | +37.3% | -52.6% | -28.0% |
| 6M | +5.5% | +31.2% | -25.7% | -9.0% |
| YTD | -8.0% | -7.4% | -0.6% | -6.1% |
| 1Y | +18.9% | -9.6% | +28.4% | +22.6% |
| 3Y | +135.5% | +1.9% | +133.6% | +115.6% |
| All | +39.5% | -21.3% | +60.8% | +41.3% |
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