+116.6%
TYL vs EXPD
+315.7%
-199.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.4% |
| 7D | -3.7% | -1.1% | -2.5% | -3.2% |
| 30D | +18.7% | +4.1% | +14.7% | +16.6% |
| 3M | +18.1% | +17.9% | +0.2% | +9.7% |
| 6M | -1.1% | +29.2% | -30.4% | -12.1% |
| YTD | -19.8% | +27.4% | -47.2% | -28.1% |
| 1Y | -34.3% | +56.8% | -91.2% | -46.4% |
| 3Y | -8.2% | +68.0% | -76.3% | -29.1% |
| 5Y | -25.4% | +61.9% | -87.3% | -42.5% |
| All | +116.6% | +315.7% | -199.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling