-75.3%
TTD vs CCJ
+67.4%
-142.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.6% |
| 7D | +21.3% | -0.8% | +22.1% | +21.5% |
| 30D | +28.7% | -13.2% | +41.9% | +31.2% |
| 3M | +7.7% | -27.6% | +35.3% | +12.0% |
| 6M | -23.5% | -38.7% | +15.2% | -18.8% |
| YTD | -58.7% | -22.7% | -36.0% | -59.2% |
| 1Y | -63.4% | -17.6% | -45.8% | -64.6% |
| 3Y | -75.3% | +62.7% | -138.0% | -81.8% |
| All | -75.3% | +67.4% | -142.7% | -81.8% |
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