+712.7%
TEL vs CCJ
+66.9%
+645.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +4.5% | -0.8% | +5.3% | +4.7% |
| 30D | +2.9% | -13.2% | +16.1% | +6.9% |
| 3M | +1.1% | -27.6% | +28.8% | +10.1% |
| 6M | +5.0% | -38.7% | +43.7% | +18.9% |
| YTD | -3.9% | -22.7% | +18.8% | +0.5% |
| 1Y | -7.4% | -17.6% | +10.1% | -5.1% |
| 3Y | +81.0% | +62.7% | +18.3% | +43.1% |
| 5Y | +42.3% | +159.7% | -117.4% | -7.8% |
| 10Y | +284.8% | +769.3% | -484.5% | +41.9% |
| All | +712.7% | +66.9% | +645.8% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling