+346.1%
CCJ vs TYL
-25.2%
+371.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.1% |
| 7D | +0.7% | -3.7% | +4.4% | +1.7% |
| 30D | +6.9% | +18.7% | -11.9% | +1.9% |
| 3M | -11.6% | +18.1% | -29.8% | -16.4% |
| 6M | -16.2% | -1.1% | -15.1% | -16.9% |
| YTD | +10.1% | -19.8% | +29.9% | +17.3% |
| 1Y | +32.3% | -34.3% | +66.6% | +53.1% |
| 3Y | +171.3% | -8.2% | +179.5% | +152.5% |
| All | +346.1% | -25.2% | +371.3% | +360.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling