-46.0%
TSLL vs CCJ
-26.2%
-19.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -5.5% |
| 7D | -9.4% | -14.5% | +5.1% | +0.3% |
| 30D | +1.6% | -18.1% | +19.6% | +15.6% |
| 3M | +29.4% | -23.0% | +52.4% | +53.9% |
| 6M | -20.1% | -39.4% | +19.2% | +8.8% |
| YTD | -44.5% | -21.7% | -22.8% | -37.5% |
| 1Y | -46.0% | -25.9% | -20.1% | -36.1% |
| All | -46.0% | -26.2% | -19.8% | -36.1% |
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 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