-35.3%
TSLL vs CCJ
+175.9%
-211.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -11.9% |
| 7D | +1.9% | +0.7% | +1.2% | +1.6% |
| 30D | +17.8% | +6.9% | +10.9% | +13.2% |
| 3M | -37.0% | -11.6% | -25.4% | -31.6% |
| 6M | -37.7% | -16.2% | -21.5% | -31.0% |
| YTD | -51.4% | +10.1% | -61.5% | -55.2% |
| 1Y | -23.4% | +32.3% | -55.6% | -40.1% |
| All | -35.3% | +175.9% | -211.2% | -67.5% |
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