+786.5%
TSEM vs CCJ
+765.4%
+21.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.5% | -6.5% |
| 7D | +7.0% | -0.8% | +7.8% | +7.4% |
| 30D | -29.8% | -13.2% | -16.6% | -26.3% |
| 3M | -41.9% | -27.6% | -14.3% | -35.7% |
| 6M | -45.8% | -38.7% | -7.0% | -37.1% |
| YTD | +25.1% | -22.7% | +47.8% | +37.1% |
| 1Y | +48.2% | -17.6% | +65.8% | +60.2% |
| 3Y | +476.5% | +62.7% | +413.8% | +417.4% |
| 5Y | +301.4% | +159.7% | +141.7% | +210.8% |
| All | +786.5% | +765.4% | +21.1% | +350.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling