+168.9%
TYL vs EXPD
+304.0%
-135.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.3% |
| 7D | +6.7% | -7.2% | +13.8% | +9.8% |
| 30D | +26.5% | -3.3% | +29.8% | +28.1% |
| 3M | +37.3% | +3.4% | +33.9% | +34.8% |
| 6M | +31.2% | +22.7% | +8.5% | +19.3% |
| YTD | -7.4% | +24.5% | -31.9% | -16.4% |
| 1Y | -9.6% | +38.6% | -48.2% | -22.1% |
| 3Y | +1.9% | +71.5% | -69.6% | -22.3% |
| 5Y | -21.1% | +56.2% | -77.4% | -38.4% |
| All | +168.9% | +304.0% | -135.1% | +55.0% |
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