+893.7%
TT vs CCJ
+1,070.5%
-176.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +1.6% | +5.9% | -4.4% | +0.6% |
| 30D | -7.3% | +4.7% | -12.0% | -8.1% |
| 3M | -2.6% | -3.3% | +0.7% | -2.4% |
| 6M | +5.9% | -7.0% | +12.9% | +6.4% |
| YTD | +15.4% | +11.5% | +3.9% | +12.2% |
| 1Y | +8.2% | +32.3% | -24.0% | +1.3% |
| 3Y | +122.7% | +176.8% | -54.2% | +80.7% |
| 5Y | +145.0% | +351.8% | -206.8% | +79.2% |
| 10Y | +893.7% | +1,080.5% | -186.8% | +521.3% |
| All | +893.7% | +1,070.5% | -176.7% | +521.3% |
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