-25.9%
CCJ vs TCOM
-39.6%
+13.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.7% |
| 7D | -14.5% | +10.7% | -25.2% | -15.8% |
| 30D | -18.1% | +10.1% | -28.1% | -19.3% |
| 3M | -23.0% | -8.9% | -14.1% | -21.4% |
| 6M | -39.4% | -19.2% | -20.2% | -35.6% |
| YTD | -21.7% | -40.6% | +19.0% | -15.6% |
| 1Y | -25.9% | -39.0% | +13.1% | -21.8% |
| All | -25.9% | -39.6% | +13.7% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling