+396.5%
TTMI vs CCJ
+765.4%
-368.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.4% |
| 7D | +11.4% | -0.8% | +12.2% | +11.9% |
| 30D | -28.3% | -13.2% | -15.1% | -24.2% |
| 3M | -46.7% | -27.6% | -19.0% | -40.3% |
| 6M | -56.1% | -38.7% | -17.4% | -48.3% |
| YTD | +7.4% | -22.7% | +30.1% | +19.6% |
| 1Y | +17.4% | -17.6% | +35.0% | +29.2% |
| 3Y | +429.1% | +62.7% | +366.5% | +376.8% |
| 5Y | +418.8% | +159.7% | +259.0% | +303.1% |
| All | +396.5% | +765.4% | -368.9% | +184.0% |
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