-42.9%
CELH vs TYL
+0.5%
-43.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | +10.8% | +3.5% | +7.3% | +9.6% |
| 30D | +16.1% | +26.9% | -10.8% | +8.6% |
| 3M | +19.5% | +33.8% | -14.3% | +10.2% |
| 6M | +2.8% | +28.8% | -26.1% | -4.9% |
| YTD | -27.4% | -7.9% | -19.6% | -28.2% |
| 1Y | -20.1% | -9.8% | -10.3% | -20.5% |
| 3Y | -42.9% | +1.2% | -44.1% | -46.9% |
| All | -42.9% | +0.5% | -43.4% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling