+39.1%
TMUS vs CCJ
+177.8%
-138.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +5.3% | +6.9% | -1.6% | +5.5% |
| 3M | +3.1% | -11.6% | +14.8% | +3.1% |
| 6M | -16.5% | -16.2% | -0.2% | -16.5% |
| YTD | -9.2% | +10.1% | -19.3% | -9.3% |
| 1Y | -26.5% | +32.3% | -58.8% | -26.8% |
| All | +39.1% | +177.8% | -138.7% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling