+1,282.5%
TSEM vs CCJ
+1,065.5%
+217.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.9% |
| 7D | -4.9% | -4.0% | -0.8% | -3.8% |
| 30D | -18.7% | -2.4% | -16.4% | -18.3% |
| 3M | -18.1% | -2.3% | -15.8% | -17.5% |
| 6M | +77.1% | -16.2% | +93.3% | +85.3% |
| YTD | +80.1% | +5.7% | +74.5% | +78.9% |
| 1Y | +220.4% | +21.3% | +199.1% | +205.7% |
| 3Y | +650.1% | +159.4% | +490.7% | +492.6% |
| 5Y | +628.9% | +300.7% | +328.2% | +398.5% |
| All | +1,282.5% | +1,065.5% | +217.0% | +619.1% |
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