+414.0%
TTD vs CCJ
+779.1%
-365.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.2% |
| 7D | +20.8% | +5.0% | +15.7% | +19.2% |
| 30D | +27.1% | -16.7% | +43.8% | +33.9% |
| 3M | +14.7% | -27.5% | +42.2% | +25.0% |
| 6M | -26.8% | -38.6% | +11.8% | -17.4% |
| YTD | -59.2% | -21.5% | -37.7% | -58.8% |
| 1Y | -64.7% | -22.3% | -42.4% | -64.4% |
| 3Y | -75.8% | +69.9% | -145.7% | -83.0% |
| 5Y | -84.6% | +163.6% | -248.2% | -91.1% |
| 10Y | +507.9% | +782.3% | -274.4% | +143.5% |
| All | +414.0% | +779.1% | -365.1% | +124.2% |
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 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