+1,583.6%
CCJ vs TSN
+457.8%
+1,125.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +0.7% | -6.3% | +7.0% | +1.9% |
| 30D | +6.9% | -10.8% | +17.7% | +9.1% |
| 3M | -11.6% | -8.8% | -2.9% | -10.4% |
| 6M | -16.2% | -16.8% | +0.6% | -13.7% |
| YTD | +10.1% | -10.0% | +20.1% | +11.5% |
| 1Y | +32.3% | -5.3% | +37.5% | +32.3% |
| 3Y | +171.3% | +8.5% | +162.8% | +159.8% |
| 5Y | +372.4% | -22.9% | +395.3% | +382.1% |
| 10Y | +1,070.0% | -12.6% | +1,082.7% | +1,019.1% |
| All | +1,583.6% | +457.8% | +1,125.8% | +919.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling