+146.0%
CELH vs TYL
+2,903.3%
-2,757.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | +9.4% | +4.3% | +5.1% | +7.1% |
| 30D | +14.8% | +28.0% | -13.2% | +1.7% |
| 3M | +20.5% | +32.3% | -11.8% | +4.9% |
| 6M | +1.6% | +29.9% | -28.3% | -11.6% |
| YTD | -28.3% | -7.1% | -21.2% | -28.4% |
| 1Y | -26.4% | -9.2% | -17.2% | -25.7% |
| 3Y | -43.0% | +0.7% | -43.7% | -47.1% |
| 5Y | +4.8% | -21.1% | +25.9% | +10.2% |
| 10Y | +4,820.0% | +180.8% | +4,639.2% | +3,066.7% |
| All | +146.0% | +2,903.3% | -2,757.3% | -48.2% |
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