+537.0%
TDG vs CCJ
+1,065.5%
-528.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -1.9% | -4.0% | +2.2% | -1.1% |
| 30D | -7.7% | -2.4% | -5.3% | -7.4% |
| 3M | -9.3% | -2.3% | -7.0% | -9.3% |
| 6M | -9.4% | -16.2% | +6.8% | -7.2% |
| YTD | -14.3% | +5.7% | -19.9% | -16.8% |
| 1Y | -11.8% | +21.3% | -33.1% | -18.0% |
| 3Y | +52.0% | +159.4% | -107.4% | +14.9% |
| 5Y | +128.8% | +300.7% | -171.8% | +50.6% |
| All | +537.0% | +1,065.5% | -528.5% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling