+1,377.4%
CCJ vs TCOM
+2,658.7%
-1,281.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | +5.9% | -7.6% | +13.6% | +7.7% |
| 30D | +4.7% | -12.2% | +16.9% | +7.6% |
| 3M | -3.3% | -14.2% | +10.9% | -0.5% |
| 6M | -7.0% | -25.0% | +18.0% | -1.3% |
| YTD | +11.5% | -43.7% | +55.1% | +25.2% |
| 1Y | +32.3% | -44.5% | +76.8% | +48.8% |
| 3Y | +176.8% | +13.4% | +163.4% | +157.2% |
| 5Y | +351.8% | +26.5% | +325.3% | +284.3% |
| 10Y | +1,080.5% | -10.3% | +1,090.8% | +917.0% |
| All | +1,377.4% | +2,658.7% | -1,281.3% | +455.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling