+148.9%
CELH vs TYL
+2,878.5%
-2,729.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.5% |
| 7D | +10.8% | +3.5% | +7.3% | +8.8% |
| 30D | +16.1% | +26.9% | -10.8% | +3.3% |
| 3M | +19.5% | +33.8% | -14.3% | +3.4% |
| 6M | +2.8% | +28.8% | -26.1% | -10.2% |
| YTD | -27.4% | -7.9% | -19.6% | -27.3% |
| 1Y | -20.1% | -9.8% | -10.3% | -19.1% |
| 3Y | -42.9% | +1.2% | -44.1% | -47.2% |
| 5Y | -1.9% | -22.8% | +20.9% | +4.2% |
| 10Y | +4,878.5% | +168.8% | +4,709.7% | +3,158.5% |
| All | +148.9% | +2,878.5% | -2,729.6% | -47.3% |
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