-25.9%
CCJ vs TSLQ
-17.8%
-8.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.7% | +0.2% |
| 7D | -14.5% | +9.8% | -24.3% | -12.6% |
| 30D | -18.1% | -6.0% | -12.0% | -18.5% |
| 3M | -23.0% | -35.0% | +12.0% | -28.2% |
| 6M | -39.4% | -24.9% | -14.4% | -39.3% |
| YTD | -21.7% | -12.7% | -9.0% | -17.7% |
| 1Y | -25.9% | -21.0% | -4.9% | -23.4% |
| All | -25.9% | -17.8% | -8.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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