+14.4%
TFC vs CCJ
+31.2%
-16.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.4% | +0.7% | +1.7% | +2.4% |
| 30D | -1.3% | +6.9% | -8.2% | -1.6% |
| 3M | +6.1% | -11.6% | +17.7% | +6.7% |
| 6M | +7.3% | -16.2% | +23.6% | +7.8% |
| YTD | +8.2% | +10.1% | -1.9% | +8.1% |
| 1Y | +14.4% | +32.3% | -17.8% | +14.8% |
| All | +14.4% | +31.2% | -16.8% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling