+48.2%
TSEM vs CCJ
-22.9%
+71.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.5% | -5.8% |
| 7D | +7.0% | -0.8% | +7.8% | +8.0% |
| 30D | -29.8% | -13.2% | -16.6% | -20.5% |
| 3M | -41.9% | -27.6% | -14.3% | -25.3% |
| 6M | -45.8% | -38.7% | -7.0% | -23.1% |
| YTD | +25.1% | -22.7% | +47.8% | +50.1% |
| 1Y | +48.2% | -17.6% | +65.8% | +69.9% |
| All | +48.2% | -22.9% | +71.1% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling