+14,446.1%
TYL vs EXPD
+32,316.9%
-17,870.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.2% | +7.9% | +5.6% |
| 7D | +17.3% | +0.3% | +17.0% | +17.1% |
| 30D | +28.9% | +1.8% | +27.1% | +28.2% |
| 3M | +35.1% | +8.9% | +26.1% | +31.7% |
| 6M | +29.3% | +42.2% | -12.9% | +16.6% |
| YTD | -6.8% | +33.4% | -40.1% | -14.3% |
| 1Y | -9.9% | +47.2% | -57.1% | -19.5% |
| 3Y | +1.7% | +81.3% | -79.6% | -15.4% |
| 5Y | -21.6% | +60.2% | -81.8% | -32.6% |
| 10Y | +173.5% | +339.5% | -166.0% | +77.4% |
| All | +14,446.1% | +32,316.9% | -17,870.8% | +4,510.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling