+365.1%
CCJ vs TSLQ
-97.3%
+462.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.0% | +9.2% | +0.2% |
| 7D | +5.9% | -8.6% | +14.5% | +4.9% |
| 30D | +4.7% | -24.9% | +29.6% | +1.5% |
| 3M | -3.3% | -1.5% | -1.8% | -1.1% |
| 6M | -7.0% | -18.1% | +11.0% | -5.5% |
| YTD | +11.5% | -0.1% | +11.6% | +16.7% |
| 1Y | +32.3% | -51.4% | +83.6% | +29.9% |
| 3Y | +176.8% | -95.9% | +272.8% | +139.1% |
| All | +365.1% | -97.3% | +462.3% | +327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling