+75.7%
CCJ vs TYL
+2.6%
+73.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.1% |
| 7D | -7.3% | +6.7% | -14.0% | -6.8% |
| 30D | -20.0% | +26.5% | -46.5% | -18.5% |
| 3M | -23.8% | +37.3% | -61.1% | -22.2% |
| 6M | -42.4% | +31.2% | -73.5% | -41.1% |
| YTD | -22.1% | -7.4% | -14.7% | -17.7% |
| 1Y | -20.8% | -9.6% | -11.3% | -16.1% |
| 3Y | +75.7% | +1.9% | +73.8% | +79.1% |
| All | +75.7% | +2.6% | +73.2% | +79.1% |
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