-56.8%
TSLL vs CCJ
+178.5%
-235.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.3% | +4.3% | +6.0% |
| 7D | -21.2% | -7.3% | -13.9% | -17.0% |
| 30D | -13.3% | -20.0% | +6.7% | -0.2% |
| 3M | +15.4% | -23.8% | +39.2% | +37.0% |
| 6M | -34.2% | -42.4% | +8.2% | -7.8% |
| YTD | -52.9% | -22.1% | -30.8% | -45.9% |
| 1Y | -54.3% | -20.8% | -33.5% | -48.0% |
| 3Y | -18.4% | +75.7% | -94.1% | -47.1% |
| All | -56.8% | +178.5% | -235.4% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling