+15.4%
TSEM vs CCJ
+1,583.6%
-1,568.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.7% | +7.8% |
| 7D | +6.9% | +0.7% | +6.2% | +6.7% |
| 30D | +5.3% | +6.9% | -1.6% | +3.4% |
| 3M | -14.9% | -11.6% | -3.3% | -11.7% |
| 6M | +80.0% | -16.2% | +96.2% | +88.9% |
| YTD | +89.4% | +10.1% | +79.2% | +85.1% |
| 1Y | +253.1% | +32.3% | +220.8% | +225.5% |
| 3Y | +642.1% | +171.3% | +470.8% | +451.0% |
| 5Y | +659.1% | +372.4% | +286.7% | +354.9% |
| 10Y | +1,291.4% | +1,070.0% | +221.3% | +486.6% |
| All | +15.4% | +1,583.6% | -1,568.2% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling