+35.7%
TSM vs CCJ
-24.1%
+59.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +3.5% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -12.5% | -17.2% | +4.7% | -5.2% |
| 3M | -5.0% | -25.1% | +20.1% | +6.8% |
| 6M | -3.2% | -37.6% | +34.4% | +15.8% |
| YTD | +31.5% | -20.4% | +51.8% | +38.3% |
| 1Y | +35.7% | -22.5% | +58.2% | +43.4% |
| All | +35.7% | -24.1% | +59.8% | +43.4% |
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