+172.8%
CCJ vs TYL
-8.1%
+181.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | 0.0% |
| 7D | +0.7% | -3.7% | +4.4% | +0.6% |
| 30D | +6.9% | +18.7% | -11.9% | +7.3% |
| 3M | -11.6% | +18.1% | -29.8% | -11.3% |
| 6M | -16.2% | -1.1% | -15.1% | -15.1% |
| YTD | +10.1% | -19.8% | +29.9% | +15.1% |
| 1Y | +32.3% | -34.3% | +66.6% | +43.8% |
| All | +172.8% | -8.1% | +181.0% | +164.0% |
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