+175.2%
TYL vs EXPD
+313.3%
-138.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +3.6% |
| 7D | +15.1% | -4.8% | +19.9% | +17.3% |
| 30D | +30.1% | -1.5% | +31.6% | +30.7% |
| 3M | +40.4% | +4.1% | +36.3% | +37.5% |
| 6M | +31.3% | +24.0% | +7.3% | +18.9% |
| YTD | -5.2% | +27.4% | -32.6% | -15.3% |
| 1Y | -6.6% | +38.4% | -45.0% | -19.5% |
| 3Y | +3.4% | +73.2% | -69.8% | -21.4% |
| 5Y | -19.3% | +59.9% | -79.1% | -37.6% |
| All | +175.2% | +313.3% | -138.2% | +57.1% |
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