+855.0%
EXPE vs TYL
+4,579.0%
-3,724.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | +0.2% |
| 7D | -9.5% | -3.7% | -5.9% | -8.0% |
| 30D | -6.6% | +18.7% | -25.4% | -14.1% |
| 3M | +31.4% | +18.1% | +13.2% | +20.7% |
| 6M | +35.2% | -1.1% | +36.3% | +34.2% |
| YTD | +5.8% | -19.8% | +25.6% | +14.7% |
| 1Y | +38.7% | -34.3% | +73.0% | +64.5% |
| 3Y | +175.8% | -8.2% | +184.0% | +171.6% |
| 5Y | +111.8% | -25.4% | +137.3% | +126.0% |
| 10Y | +179.7% | +115.6% | +64.1% | +74.3% |
| All | +855.0% | +4,579.0% | -3,724.0% | +43.8% |
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