+327.9%
CCJ vs TPG
+71.4%
+256.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.1% | -1.5% |
| 7D | -3.2% | -11.8% | +8.6% | +1.4% |
| 30D | -1.3% | -6.3% | +4.9% | +0.8% |
| 3M | +2.5% | +13.6% | -11.1% | -2.9% |
| 6M | -18.9% | +13.8% | -32.7% | -23.6% |
| YTD | +6.5% | -23.7% | +30.2% | +15.9% |
| 1Y | +22.8% | -18.2% | +41.0% | +29.3% |
| 3Y | +164.5% | +80.1% | +84.3% | +99.3% |
| All | +327.9% | +71.4% | +256.5% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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