-24.9%
TSLL vs CCJ
+62.6%
-87.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.7% | -17.2% | -18.8% |
| 7D | -28.9% | -18.2% | -10.7% | -18.7% |
| 30D | -21.4% | -26.5% | +5.1% | -3.6% |
| 3M | +5.0% | -27.5% | +32.5% | +30.0% |
| 6M | -36.6% | -40.3% | +3.7% | -11.1% |
| YTD | -56.6% | -25.3% | -31.3% | -48.7% |
| 1Y | -60.9% | -28.1% | -32.8% | -52.6% |
| All | -24.9% | +62.6% | -87.5% | -48.0% |
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