+67.6%
CCJ vs TYL
+0.8%
+66.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.2% |
| 7D | +0.4% | +4.3% | -3.9% | +0.8% |
| 30D | -17.2% | +28.0% | -45.2% | -15.8% |
| 3M | -25.1% | +32.3% | -57.5% | -23.6% |
| 6M | -37.6% | +29.9% | -67.5% | -36.2% |
| YTD | -20.4% | -7.1% | -13.2% | -15.8% |
| 1Y | -22.5% | -9.2% | -13.3% | -17.9% |
| All | +67.6% | +0.8% | +66.8% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling