+60.5%
TEM vs CCJ
+92.3%
-31.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | +38.4% | +6.9% | +31.5% | +35.1% |
| 3M | +23.7% | -11.6% | +35.3% | +30.4% |
| 6M | +26.0% | -16.2% | +42.2% | +34.4% |
| YTD | +9.4% | +10.1% | -0.7% | +3.0% |
| 1Y | -17.3% | +32.3% | -49.6% | -31.2% |
| All | +60.5% | +92.3% | -31.8% | -15.4% |
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