+290.7%
TSM vs CCJ
+346.5%
-55.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.0% |
| 7D | +6.0% | +5.9% | +0.1% | +4.2% |
| 30D | +4.5% | +4.7% | -0.2% | +2.9% |
| 3M | +3.1% | -3.3% | +6.4% | +3.8% |
| 6M | +30.2% | -7.0% | +37.2% | +31.9% |
| YTD | +45.2% | +11.5% | +33.8% | +39.2% |
| 1Y | +79.6% | +32.3% | +47.3% | +62.0% |
| 3Y | +411.0% | +176.8% | +234.2% | +271.1% |
| 5Y | +290.7% | +351.8% | -61.1% | +147.8% |
| All | +290.7% | +346.5% | -55.8% | +147.8% |
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