+1,019.8%
TFC vs CCJ
+1,583.6%
-563.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.4% | +0.7% | +1.7% | +2.3% |
| 30D | -1.3% | +6.9% | -8.2% | -2.8% |
| 3M | +6.1% | -11.6% | +17.7% | +7.9% |
| 6M | +7.3% | -16.2% | +23.6% | +9.7% |
| YTD | +8.2% | +10.1% | -1.9% | +4.0% |
| 1Y | +14.4% | +32.3% | -17.8% | +4.5% |
| 3Y | +93.7% | +171.3% | -77.6% | +46.6% |
| 5Y | +16.4% | +372.4% | -356.0% | -25.0% |
| 10Y | +101.6% | +1,070.0% | -968.5% | -1.5% |
| All | +1,019.8% | +1,583.6% | -563.8% | +389.9% |
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