+207.6%
TSEM vs CCJ
+24.9%
+182.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -0.9% | -2.4% |
| 7D | +0.9% | -3.2% | +4.1% | +2.6% |
| 30D | -16.6% | -1.3% | -15.3% | -16.2% |
| 3M | -10.9% | +2.5% | -13.4% | -12.0% |
| 6M | +78.0% | -18.9% | +96.9% | +92.2% |
| YTD | +77.2% | +6.5% | +70.7% | +79.5% |
| 1Y | +207.6% | +22.8% | +184.7% | +211.2% |
| All | +207.6% | +24.9% | +182.7% | +211.2% |
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