+91.5%
TT vs CCJ
+67.4%
+24.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.1% |
| 7D | +4.0% | -0.8% | +4.8% | +4.2% |
| 30D | -11.3% | -13.2% | +1.9% | -8.7% |
| 3M | -12.3% | -27.6% | +15.4% | -6.4% |
| 6M | -10.8% | -38.7% | +27.9% | -2.1% |
| YTD | +8.2% | -22.7% | +30.8% | +12.4% |
| 1Y | +1.5% | -17.6% | +19.0% | +4.0% |
| 3Y | +91.5% | +62.7% | +28.8% | +58.9% |
| All | +91.5% | +67.4% | +24.1% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling