+519.5%
TSEM vs CCJ
+69.8%
+449.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +1.0% |
| 7D | +20.5% | +5.0% | +15.5% | +18.0% |
| 30D | -29.0% | -16.7% | -12.3% | -22.0% |
| 3M | -39.4% | -27.5% | -11.8% | -29.3% |
| 6M | -28.5% | -38.6% | +10.1% | -11.1% |
| YTD | +34.4% | -21.5% | +56.0% | +54.1% |
| 1Y | +48.3% | -22.3% | +70.6% | +70.6% |
| All | +519.5% | +69.8% | +449.7% | +456.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling