+753.7%
CCJ vs TCOM
+5.9%
+747.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.6% |
| 7D | -0.8% | -1.8% | +1.0% | -0.4% |
| 30D | -13.2% | +12.1% | -25.3% | -15.5% |
| 3M | -27.6% | -3.2% | -24.4% | -27.4% |
| 6M | -38.7% | -16.6% | -22.1% | -36.7% |
| YTD | -22.7% | -39.4% | +16.7% | -14.9% |
| 1Y | -17.6% | -41.5% | +23.9% | -8.5% |
| 3Y | +62.7% | +24.4% | +38.3% | +47.9% |
| 5Y | +159.7% | +41.6% | +118.1% | +116.9% |
| All | +753.7% | +5.9% | +747.8% | +624.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling