-25.4%
TMUS vs CCJ
+29.0%
-54.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.5% |
| 7D | -5.3% | +4.2% | -9.5% | -4.9% |
| 30D | +0.1% | +3.2% | -3.1% | +0.5% |
| 3M | -0.6% | -1.8% | +1.2% | -0.3% |
| 6M | -17.5% | -13.5% | -4.0% | -17.8% |
| YTD | -11.3% | +9.7% | -21.0% | -10.6% |
| 1Y | -25.4% | +30.0% | -55.4% | -24.4% |
| All | -25.4% | +29.0% | -54.4% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling