+823.0%
CCJ vs TNA
+990.0%
-166.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.6% |
| 7D | +5.9% | +4.1% | +1.9% | +4.6% |
| 30D | +4.7% | -7.6% | +12.3% | +7.3% |
| 3M | -3.3% | +8.1% | -11.4% | -5.6% |
| 6M | -7.0% | +49.0% | -56.0% | -17.8% |
| YTD | +11.5% | +51.7% | -40.3% | -2.1% |
| 1Y | +32.3% | +59.6% | -27.3% | +13.5% |
| 3Y | +176.8% | +118.9% | +57.9% | +94.6% |
| 5Y | +351.8% | -19.2% | +371.0% | +291.6% |
| 10Y | +1,080.5% | +77.2% | +1,003.3% | +502.8% |
| All | +823.0% | +990.0% | -166.9% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling