+75.7%
CCJ vs TMF
-25.3%
+101.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -7.3% | +1.2% | -8.5% | -7.3% |
| 30D | -20.0% | +19.7% | -39.7% | -20.3% |
| 3M | -23.8% | -2.1% | -21.7% | -23.8% |
| 6M | -42.4% | -13.4% | -28.9% | -42.4% |
| YTD | -22.1% | -16.7% | -5.3% | -22.3% |
| 1Y | -20.8% | -23.3% | +2.5% | -21.4% |
| 3Y | +75.7% | -24.8% | +100.6% | +83.7% |
| All | +75.7% | -25.3% | +101.1% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling