+45.9%
TEM vs CCJ
+86.0%
-40.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.2% | -2.8% |
| 7D | -9.2% | -3.2% | -6.0% | -7.7% |
| 30D | +5.5% | -1.3% | +6.8% | +6.6% |
| 3M | +18.7% | +2.5% | +16.2% | +17.8% |
| 6M | +15.4% | -18.9% | +34.3% | +25.4% |
| YTD | -0.5% | +6.5% | -7.0% | -4.8% |
| 1Y | -24.8% | +22.8% | -47.7% | -34.9% |
| All | +45.9% | +86.0% | -40.1% | -21.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling