+1,084.3%
TTMI vs CCJ
+1,074.4%
+9.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.4% | -0.6% |
| 7D | +6.0% | -3.2% | +9.2% | +7.1% |
| 30D | -6.4% | -1.3% | -5.1% | -6.1% |
| 3M | -28.9% | +2.5% | -31.4% | -29.1% |
| 6M | +26.9% | -18.9% | +45.7% | +35.0% |
| YTD | +77.3% | +6.5% | +70.8% | +76.4% |
| 1Y | +147.5% | +22.8% | +124.7% | +136.7% |
| 3Y | +847.6% | +164.5% | +683.2% | +635.4% |
| 5Y | +802.2% | +303.7% | +498.5% | +510.6% |
| All | +1,084.3% | +1,074.4% | +9.9% | +523.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling