+263.4%
TSM vs CCJ
+169.1%
+94.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +3.1% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | -12.5% | -17.2% | +4.7% | -7.2% |
| 3M | -5.0% | -25.1% | +20.1% | +3.6% |
| 6M | -3.2% | -37.6% | +34.4% | +11.1% |
| YTD | +31.5% | -20.4% | +51.8% | +39.4% |
| 1Y | +35.7% | -22.5% | +58.2% | +44.7% |
| 3Y | +323.5% | +72.5% | +251.0% | +245.4% |
| 5Y | +263.4% | +179.9% | +83.5% | +151.8% |
| All | +263.4% | +169.1% | +94.2% | +151.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling