+19.0%
TMO vs CCJ
-6.3%
+25.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.6% |
| 7D | -0.5% | +4.2% | -4.6% | -0.8% |
| 30D | +1.0% | +3.2% | -2.2% | +0.7% |
| 3M | +22.7% | -1.8% | +24.5% | +23.1% |
| 6M | +19.0% | -13.5% | +32.6% | +20.6% |
| All | +19.0% | -6.3% | +25.3% | +20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling