+7,508.4%
TT vs CCJ
+1,091.6%
+6,416.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -2.0% | +1.3% |
| 7D | -2.0% | -7.3% | +5.3% | -0.1% |
| 30D | -14.0% | -20.0% | +5.9% | -9.1% |
| 3M | -15.9% | -23.8% | +8.0% | -10.2% |
| 6M | -17.3% | -42.4% | +25.1% | -5.9% |
| YTD | +4.0% | -22.1% | +26.0% | +8.4% |
| 1Y | -7.1% | -20.8% | +13.7% | -3.9% |
| 3Y | +90.2% | +75.7% | +14.5% | +52.1% |
| 5Y | +131.1% | +167.4% | -36.3% | +56.4% |
| 10Y | +777.7% | +826.3% | -48.6% | +259.9% |
| All | +7,508.4% | +1,091.6% | +6,416.8% | +2,603.3% |
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 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