-54.3%
TSLL vs CCJ
-24.3%
-30.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.3% | +4.3% | +5.5% |
| 7D | -21.2% | -7.3% | -13.9% | -16.5% |
| 30D | -13.3% | -20.0% | +6.7% | +1.4% |
| 3M | +15.4% | -23.8% | +39.2% | +39.5% |
| 6M | -34.2% | -42.4% | +8.2% | -7.1% |
| YTD | -52.9% | -22.1% | -30.8% | -46.4% |
| 1Y | -54.3% | -20.8% | -33.5% | -49.8% |
| All | -54.3% | -24.3% | -30.1% | -49.8% |
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