+3,848.6%
CELH vs TYL
+102.8%
+3,745.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -5.6% |
| 7D | -11.7% | -8.6% | -3.1% | -6.9% |
| 30D | +1.6% | +7.5% | -6.0% | -2.9% |
| 3M | -2.0% | +10.9% | -12.9% | -8.5% |
| 6M | -36.2% | -6.7% | -29.5% | -34.7% |
| YTD | -39.6% | -24.5% | -15.1% | -31.2% |
| 1Y | -50.7% | -38.6% | -12.0% | -36.3% |
| 3Y | -58.9% | -12.6% | -46.3% | -60.6% |
| 5Y | -5.4% | -28.2% | +22.8% | +4.5% |
| 10Y | +3,848.6% | +104.0% | +3,744.6% | +3,261.6% |
| All | +3,848.6% | +102.8% | +3,745.8% | +3,261.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling