+320.5%
TMUS vs CCJ
+166.4%
+154.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 3M | +3.1% | -11.6% | +14.8% | +4.9% |
| 6M | -16.5% | -16.2% | -0.2% | -15.0% |
| YTD | -9.2% | +10.1% | -19.3% | -13.9% |
| 1Y | -26.5% | +32.3% | -58.8% | -34.4% |
| 3Y | +39.0% | +171.3% | -132.3% | -1.9% |
| 5Y | +40.4% | +372.4% | -332.0% | -20.0% |
| 10Y | +303.7% | +1,070.0% | -766.3% | +48.4% |
| All | +320.5% | +166.4% | +154.1% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling