+4.3%
TYL vs EXPD
+72.7%
-68.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +3.0% |
| 7D | +15.1% | -4.8% | +19.9% | +16.6% |
| 30D | +30.1% | -1.5% | +31.6% | +30.4% |
| 3M | +40.4% | +4.1% | +36.3% | +38.2% |
| 6M | +31.3% | +24.0% | +7.3% | +21.8% |
| YTD | -5.2% | +27.4% | -32.6% | -12.1% |
| 1Y | -6.6% | +38.4% | -45.0% | -15.2% |
| All | +4.3% | +72.7% | -68.5% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling