+773.1%
EXPE vs TYL
+5,431.7%
-4,658.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +1.7% | -15.4% | -14.5% |
| 7D | -3.6% | +15.1% | -18.7% | -9.8% |
| 30D | +4.8% | +30.1% | -25.3% | -7.4% |
| 3M | -14.6% | +40.4% | -55.0% | -27.6% |
| 6M | +10.0% | +31.3% | -21.3% | -4.4% |
| YTD | -3.3% | -5.2% | +1.9% | -3.3% |
| 1Y | +28.4% | -6.6% | +35.0% | +29.1% |
| 3Y | +145.1% | +3.4% | +141.7% | +128.2% |
| 5Y | +51.6% | -19.3% | +70.9% | +55.8% |
| 10Y | +128.8% | +178.1% | -49.3% | +26.4% |
| All | +773.1% | +5,431.7% | -4,658.6% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling