+4,553.5%
CELH vs TYL
+185.3%
+4,368.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | +7.4% | +0.5% | +6.9% | +6.9% |
| 30D | +16.4% | +25.2% | -8.8% | +1.5% |
| 3M | +17.6% | +31.8% | -14.1% | -0.9% |
| 6M | +7.8% | +36.3% | -28.4% | -12.2% |
| YTD | -27.8% | -6.3% | -21.5% | -28.0% |
| 1Y | -24.4% | -9.5% | -15.0% | -23.0% |
| 3Y | -42.5% | +1.6% | -44.2% | -49.4% |
| 5Y | +1.4% | -21.8% | +23.2% | +4.7% |
| 10Y | +4,553.5% | +183.3% | +4,370.2% | +3,418.6% |
| All | +4,553.5% | +185.3% | +4,368.3% | +3,418.6% |
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