-25.9%
CCJ vs TNA
+37.5%
-63.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -3.8% |
| 7D | -14.5% | +2.4% | -16.9% | -15.7% |
| 30D | -18.1% | -0.9% | -17.2% | -17.8% |
| 3M | -23.0% | -19.2% | -3.8% | -13.1% |
| 6M | -39.4% | -0.8% | -38.5% | -39.4% |
| YTD | -21.7% | +33.2% | -54.9% | -34.0% |
| 1Y | -25.9% | +38.5% | -64.4% | -38.8% |
| All | -25.9% | +37.5% | -63.4% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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