+163.6%
CCJ vs TYL
-22.1%
+185.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.3% |
| 7D | +5.0% | -1.6% | +6.6% | +5.4% |
| 30D | -16.7% | +22.1% | -38.8% | -20.8% |
| 3M | -27.5% | +33.4% | -60.9% | -33.0% |
| 6M | -38.6% | +36.8% | -75.4% | -44.4% |
| YTD | -21.5% | -6.7% | -14.9% | -19.7% |
| 1Y | -22.3% | -9.2% | -13.1% | -19.7% |
| 3Y | +69.9% | +1.2% | +68.7% | +57.0% |
| 5Y | +163.6% | -23.0% | +186.6% | +177.4% |
| All | +163.6% | -22.1% | +185.7% | +177.4% |
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 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