-13.5%
CCJ vs TNA
+48.8%
-62.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +0.9% |
| 7D | +4.2% | -3.6% | +7.8% | +6.4% |
| 30D | +3.2% | -10.1% | +13.2% | +9.8% |
| 3M | -1.8% | +2.7% | -4.5% | -4.0% |
| 6M | -13.5% | +38.4% | -52.0% | -27.2% |
| All | -13.5% | +48.8% | -62.3% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling