+575.7%
CCJ vs TMF
-68.9%
+644.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.2% |
| 7D | +0.7% | -1.4% | +2.2% | +0.5% |
| 30D | +6.9% | -2.8% | +9.7% | +6.4% |
| 3M | -11.6% | -10.9% | -0.7% | -13.2% |
| 6M | -16.2% | -21.3% | +5.1% | -19.3% |
| YTD | +10.1% | -15.9% | +26.0% | +7.3% |
| 1Y | +32.3% | -15.7% | +48.0% | +29.1% |
| 3Y | +171.3% | -43.4% | +214.7% | +155.8% |
| 5Y | +372.4% | -87.8% | +460.2% | +251.4% |
| 10Y | +1,070.0% | -86.7% | +1,156.8% | +868.6% |
| All | +575.7% | -68.9% | +644.5% | +706.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling