+1,815.4%
TSM vs CCJ
+1,078.9%
+736.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +4.8% | +4.2% | +0.6% | +3.7% |
| 30D | +4.0% | +3.2% | +0.9% | +3.1% |
| 3M | +2.0% | -1.8% | +3.8% | +2.2% |
| 6M | +25.5% | -13.5% | +39.0% | +29.1% |
| YTD | +44.0% | +9.7% | +34.3% | +39.9% |
| 1Y | +75.4% | +30.0% | +45.4% | +62.4% |
| 3Y | +406.7% | +172.6% | +234.1% | +293.6% |
| 5Y | +285.0% | +342.9% | -58.0% | +164.3% |
| 10Y | +1,815.4% | +1,099.7% | +715.6% | +1,042.8% |
| All | +1,815.4% | +1,078.9% | +736.5% | +1,042.8% |
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 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