-25.9%
CCJ vs TMF
-23.9%
-2.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -2.1% |
| 7D | -14.5% | +4.0% | -18.5% | -15.8% |
| 30D | -18.1% | +19.5% | -37.5% | -24.1% |
| 3M | -23.0% | -3.5% | -19.5% | -21.5% |
| 6M | -39.4% | -10.6% | -28.8% | -36.3% |
| YTD | -21.7% | -17.1% | -4.6% | -17.5% |
| 1Y | -25.9% | -24.3% | -1.7% | -20.3% |
| All | -25.9% | -23.9% | -2.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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