+300.2%
CCJ vs TNA
-23.3%
+323.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.1% |
| 7D | -4.0% | -7.3% | +3.2% | -1.5% |
| 30D | -2.4% | -14.2% | +11.8% | +2.9% |
| 3M | -2.3% | -4.6% | +2.2% | -0.8% |
| 6M | -16.2% | +36.9% | -53.1% | -24.8% |
| YTD | +5.7% | +42.5% | -36.9% | -6.3% |
| 1Y | +21.3% | +45.8% | -24.5% | +5.8% |
| 3Y | +159.4% | +104.7% | +54.7% | +79.8% |
| All | +300.2% | -23.3% | +323.5% | +268.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling