+10.7%
TTMI vs CCJ
-26.2%
+36.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.2% | -8.9% | -9.0% |
| 7D | -19.2% | -14.5% | -4.7% | -6.9% |
| 30D | -44.9% | -18.1% | -26.8% | -33.3% |
| 3M | -44.7% | -23.0% | -21.7% | -30.2% |
| 6M | -53.4% | -39.4% | -14.0% | -28.9% |
| YTD | +6.3% | -21.7% | +28.0% | +17.3% |
| 1Y | +10.7% | -25.9% | +36.6% | +30.1% |
| All | +10.7% | -26.2% | +36.9% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling