+772.6%
CCJ vs TYL
+169.5%
+603.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.5% |
| 7D | +0.4% | +4.3% | -3.9% | -0.8% |
| 30D | -17.2% | +28.0% | -45.2% | -23.0% |
| 3M | -25.1% | +32.3% | -57.5% | -31.3% |
| 6M | -37.6% | +29.9% | -67.5% | -43.2% |
| YTD | -20.4% | -7.1% | -13.2% | -20.2% |
| 1Y | -22.5% | -9.2% | -13.3% | -21.9% |
| 3Y | +72.5% | +0.7% | +71.8% | +61.1% |
| 5Y | +179.9% | -21.1% | +200.9% | +177.0% |
| 10Y | +772.6% | +180.8% | +591.8% | +562.4% |
| All | +772.6% | +169.5% | +603.1% | +562.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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