-72.0%
TTD vs CCJ
-26.2%
-45.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +2.8% |
| 7D | +3.7% | -14.5% | +18.2% | +2.2% |
| 30D | +10.4% | -18.1% | +28.5% | +8.3% |
| 3M | -31.6% | -23.0% | -8.6% | -33.3% |
| 6M | -45.1% | -39.4% | -5.7% | -47.1% |
| YTD | -65.1% | -21.7% | -43.5% | -66.9% |
| 1Y | -72.0% | -25.9% | -46.1% | -73.4% |
| All | -72.0% | -26.2% | -45.8% | -73.4% |
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