+378.2%
CCJ vs TMF
-69.2%
+447.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -7.3% | +1.2% | -8.5% | -7.1% |
| 30D | -20.0% | +19.7% | -39.7% | -17.8% |
| 3M | -23.8% | -2.1% | -21.7% | -24.0% |
| 6M | -42.4% | -13.4% | -28.9% | -43.6% |
| YTD | -22.1% | -16.7% | -5.3% | -24.1% |
| 1Y | -20.8% | -23.3% | +2.5% | -23.9% |
| 3Y | +75.7% | -24.8% | +100.6% | +73.1% |
| 5Y | +167.4% | -88.0% | +255.5% | +97.8% |
| 10Y | +826.3% | -84.7% | +911.1% | +693.6% |
| All | +378.2% | -69.2% | +447.4% | +470.3% |
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 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