-22.5%
CCJ vs TLN
-8.6%
-14.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +0.4% | +1.1% | -0.7% | -0.3% |
| 30D | -17.2% | -4.6% | -12.7% | -15.9% |
| 3M | -25.1% | +5.2% | -30.4% | -27.5% |
| 6M | -37.6% | -6.5% | -31.1% | -37.3% |
| YTD | -20.4% | -3.6% | -16.7% | -24.1% |
| 1Y | -22.5% | -8.2% | -14.3% | -23.5% |
| All | -22.5% | -8.6% | -14.0% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling