+379.4%
TTD vs CCJ
+1,133.7%
-754.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | +0.7% | +5.6% | +6.1% |
| 30D | -23.9% | +6.9% | -30.8% | -25.9% |
| 3M | -31.4% | -11.6% | -19.7% | -29.7% |
| 6M | -42.7% | -16.2% | -26.5% | -41.6% |
| YTD | -62.0% | +10.1% | -72.1% | -65.1% |
| 1Y | -72.2% | +32.3% | -104.5% | -76.8% |
| 3Y | -81.9% | +171.3% | -253.2% | -89.0% |
| 5Y | -81.5% | +372.4% | -453.9% | -91.0% |
| All | +379.4% | +1,133.7% | -754.3% | +90.3% |
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