+15.6%
TFC vs CCJ
+346.5%
-330.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.4% | -2.3% |
| 7D | +2.2% | +5.9% | -3.7% | +1.4% |
| 30D | -2.5% | +4.7% | -7.2% | -3.2% |
| 3M | +4.5% | -3.3% | +7.8% | +4.6% |
| 6M | +11.0% | -7.0% | +18.0% | +11.1% |
| YTD | +5.9% | +11.5% | -5.6% | +2.6% |
| 1Y | +14.6% | +32.3% | -17.7% | +6.9% |
| 3Y | +96.7% | +176.8% | -80.1% | +54.5% |
| 5Y | +15.6% | +351.8% | -336.2% | -18.2% |
| All | +15.6% | +346.5% | -330.9% | -18.2% |
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