-2.2%
TT vs CCJ
-24.1%
+21.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.9% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -11.8% | -17.2% | +5.5% | -7.8% |
| 3M | -11.6% | -25.1% | +13.5% | -5.6% |
| 6M | -9.3% | -37.6% | +28.3% | +0.3% |
| YTD | +8.9% | -20.4% | +29.2% | +11.6% |
| 1Y | -2.2% | -22.5% | +20.3% | +0.4% |
| All | -2.2% | -24.1% | +21.9% | +0.4% |
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