-52.1%
TSLL vs CCJ
+194.4%
-246.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.7% | +5.2% | +7.4% |
| 7D | -14.3% | +2.7% | -17.0% | -14.9% |
| 30D | -6.2% | -14.4% | +8.3% | +3.9% |
| 3M | +21.2% | -22.6% | +43.8% | +42.5% |
| 6M | -36.6% | -35.4% | -1.1% | -16.4% |
| YTD | -47.8% | -17.6% | -30.1% | -41.9% |
| 1Y | -45.2% | -18.1% | -27.1% | -38.8% |
| 3Y | -3.3% | +79.6% | -82.8% | -38.2% |
| All | -52.1% | +194.4% | -246.5% | -76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling