+140.0%
CCJ vs TLN
+733.8%
-593.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -4.2% |
| 7D | +5.0% | +22.3% | -17.2% | -2.8% |
| 30D | -16.7% | +1.2% | -17.9% | -17.4% |
| 3M | -27.5% | +5.9% | -33.4% | -29.8% |
| 6M | -38.6% | +3.2% | -41.8% | -40.5% |
| YTD | -21.5% | +3.2% | -24.7% | -25.3% |
| 1Y | -22.3% | +5.2% | -27.5% | -26.6% |
| 3Y | +69.9% | +606.3% | -536.4% | -6.7% |
| All | +140.0% | +733.8% | -593.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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