-82.8%
TTD vs CCJ
+170.9%
-253.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | +0.7% | +5.6% | +6.2% |
| 30D | -23.9% | +6.9% | -30.8% | -24.8% |
| 3M | -31.4% | -11.6% | -19.7% | -30.3% |
| 6M | -42.7% | -16.2% | -26.5% | -41.8% |
| YTD | -62.0% | +10.1% | -72.1% | -64.1% |
| 1Y | -72.2% | +32.3% | -104.5% | -75.6% |
| All | -82.8% | +170.9% | -253.7% | -88.2% |
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