+62.7%
CCJ vs TSN
+41.9%
+20.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.6% |
| 7D | -0.8% | -1.4% | +0.6% | -1.0% |
| 30D | -13.2% | +8.5% | -21.7% | -12.1% |
| 3M | -27.6% | +5.3% | -32.9% | -27.0% |
| 6M | -38.7% | -10.5% | -28.2% | -39.3% |
| YTD | -22.7% | +3.0% | -25.6% | -22.0% |
| 1Y | -17.6% | +12.1% | -29.7% | -15.8% |
| 3Y | +62.7% | +43.1% | +19.6% | +67.9% |
| All | +62.7% | +41.9% | +20.8% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling