-25.9%
CCJ vs TSN
+19.9%
-45.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -0.8% |
| 7D | -14.5% | +8.4% | -22.9% | -13.9% |
| 30D | -18.1% | +16.1% | -34.1% | -17.3% |
| 3M | -23.0% | +3.2% | -26.1% | -22.5% |
| 6M | -39.4% | -11.1% | -28.3% | -38.5% |
| YTD | -21.7% | +5.1% | -26.7% | -22.7% |
| 1Y | -25.9% | +19.4% | -45.3% | -30.8% |
| All | -25.9% | +19.9% | -45.8% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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