+13,634.3%
TSM vs CCJ
+2,129.7%
+11,504.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | +3.6% | +6.9% | -3.3% | +1.5% |
| 3M | -3.4% | -11.6% | +8.3% | -0.2% |
| 6M | +20.6% | -16.2% | +36.8% | +25.8% |
| YTD | +41.9% | +10.1% | +31.8% | +36.6% |
| 1Y | +84.4% | +32.3% | +52.1% | +66.5% |
| 3Y | +380.2% | +171.3% | +208.9% | +247.3% |
| 5Y | +275.3% | +372.4% | -97.1% | +120.5% |
| 10Y | +1,751.4% | +1,070.0% | +681.4% | +639.8% |
| All | +13,634.3% | +2,129.7% | +11,504.6% | +3,900.7% |
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