+234.7%
TMUS vs CCJ
+859.4%
-624.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +3.7% |
| 7D | +5.3% | +2.7% | +2.6% | +5.1% |
| 30D | +13.5% | -14.4% | +28.0% | +14.7% |
| 3M | -4.2% | -22.6% | +18.4% | -2.6% |
| 6M | -11.9% | -35.4% | +23.6% | -9.2% |
| YTD | -15.6% | -17.6% | +2.0% | -15.9% |
| 1Y | -16.8% | -18.1% | +1.4% | -17.2% |
| 3Y | +20.8% | +79.6% | -58.8% | +6.1% |
| 5Y | +48.0% | +175.3% | -127.2% | +19.4% |
| 10Y | +234.7% | +844.8% | -610.1% | +111.8% |
| All | +234.7% | +859.4% | -624.7% | +111.8% |
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