-80.9%
TTD vs CCJ
+347.8%
-428.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -4.6% | +4.2% | -8.8% | -5.8% |
| 30D | +3.7% | +3.2% | +0.5% | +2.2% |
| 3M | -30.2% | -1.8% | -28.4% | -30.7% |
| 6M | -51.4% | -13.5% | -37.9% | -50.7% |
| YTD | -63.4% | +9.7% | -73.2% | -66.9% |
| 1Y | -73.5% | +30.0% | -103.5% | -78.6% |
| 3Y | -83.5% | +172.6% | -256.1% | -91.5% |
| 5Y | -80.9% | +342.9% | -423.9% | -92.8% |
| All | -80.9% | +347.8% | -428.8% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling