+1,091.6%
CCJ vs TYL
+16,722.4%
-15,630.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.6% |
| 7D | -7.3% | +6.7% | -14.0% | -8.0% |
| 30D | -20.0% | +26.5% | -46.5% | -22.3% |
| 3M | -23.8% | +37.3% | -61.1% | -26.9% |
| 6M | -42.4% | +31.2% | -73.5% | -44.7% |
| YTD | -22.1% | -7.4% | -14.7% | -22.6% |
| 1Y | -20.8% | -9.6% | -11.3% | -21.2% |
| 3Y | +75.7% | +1.9% | +73.8% | +71.5% |
| 5Y | +167.4% | -21.1% | +188.6% | +168.0% |
| 10Y | +826.3% | +171.8% | +654.6% | +712.8% |
| All | +1,091.6% | +16,722.4% | -15,630.8% | +677.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling