+5,356.1%
CCJ vs TDY
+6,954.6%
-1,598.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | +4.2% | -1.8% | +6.0% | +4.7% |
| 30D | +3.2% | -13.8% | +17.0% | +7.5% |
| 3M | -1.8% | -3.9% | +2.1% | -0.7% |
| 6M | -13.5% | -9.0% | -4.5% | -10.9% |
| YTD | +9.7% | +16.5% | -6.8% | +6.0% |
| 1Y | +30.0% | +9.3% | +20.7% | +27.7% |
| 3Y | +172.6% | +45.1% | +127.5% | +147.8% |
| 5Y | +342.9% | +35.0% | +308.0% | +310.8% |
| 10Y | +1,099.7% | +469.0% | +630.7% | +689.3% |
| All | +5,356.1% | +6,954.6% | -1,598.5% | +2,820.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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