+16.0%
TMUS vs CCJ
+75.2%
-59.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.5% | +1.1% |
| 7D | +3.6% | -7.3% | +10.9% | +3.2% |
| 30D | -3.4% | -20.0% | +16.6% | -4.3% |
| 3M | -9.5% | -23.8% | +14.4% | -10.5% |
| 6M | -15.2% | -42.4% | +27.2% | -16.7% |
| YTD | -18.9% | -22.1% | +3.1% | -20.1% |
| 1Y | -17.7% | -20.8% | +3.1% | -18.9% |
| All | +16.0% | +75.2% | -59.2% | +13.6% |
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 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