+95.3%
TFC vs CCJ
+1,074.4%
-979.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.3% | +0.9% |
| 7D | -2.5% | -3.2% | +0.7% | -2.0% |
| 30D | -2.8% | -1.3% | -1.5% | -2.8% |
| 3M | +2.1% | +2.5% | -0.4% | +1.2% |
| 6M | +10.1% | -18.9% | +29.0% | +12.9% |
| YTD | +5.4% | +6.5% | -1.0% | +2.3% |
| 1Y | +16.3% | +22.8% | -6.5% | +8.6% |
| 3Y | +95.9% | +164.5% | -68.6% | +51.0% |
| 5Y | +16.0% | +303.7% | -287.7% | -21.2% |
| All | +95.3% | +1,074.4% | -979.1% | +0.4% |
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 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