+275.3%
TMUS vs CCJ
+88.5%
+186.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.5% | 0.0% |
| 7D | +3.6% | -7.3% | +10.9% | +5.1% |
| 30D | -3.4% | -20.0% | +16.6% | +0.6% |
| 3M | -9.5% | -23.8% | +14.4% | -5.2% |
| 6M | -15.2% | -42.4% | +27.2% | -6.6% |
| YTD | -18.9% | -22.1% | +3.1% | -18.1% |
| 1Y | -17.7% | -20.8% | +3.1% | -17.6% |
| 3Y | +15.6% | +75.7% | -60.1% | -10.7% |
| 5Y | +38.9% | +167.4% | -128.5% | -9.3% |
| 10Y | +245.3% | +826.3% | -581.1% | +30.5% |
| All | +275.3% | +88.5% | +186.8% | +94.4% |
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