+300.2%
CCJ vs TCOM
+29.4%
+270.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -4.0% | -4.9% | +0.9% | -3.1% |
| 30D | -2.4% | -14.4% | +12.0% | +0.5% |
| 3M | -2.3% | -17.7% | +15.3% | +1.0% |
| 6M | -16.2% | -25.1% | +8.9% | -11.6% |
| YTD | +5.7% | -45.7% | +51.4% | +17.9% |
| 1Y | +21.3% | -47.9% | +69.1% | +36.1% |
| 3Y | +159.4% | +8.9% | +150.4% | +145.7% |
| All | +300.2% | +29.4% | +270.8% | +255.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling