-1.1%
TFC vs CCJ
+172.2%
-173.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +1.1% |
| 7D | +0.3% | +2.7% | -2.4% | -0.1% |
| 30D | +9.2% | -14.4% | +23.6% | +11.3% |
| 3M | -2.9% | -22.6% | +19.7% | +0.2% |
| 6M | +3.5% | -35.4% | +38.9% | +9.2% |
| YTD | +5.4% | -17.6% | +23.1% | +6.2% |
| 1Y | +17.3% | -18.1% | +35.5% | +18.0% |
| 3Y | +96.7% | +79.6% | +17.1% | +63.6% |
| 5Y | -1.1% | +175.3% | -176.4% | -25.0% |
| All | -1.1% | +172.2% | -173.3% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling