+873.0%
TTMI vs CCJ
+172.7%
+700.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.3% |
| 7D | +7.5% | +4.2% | +3.3% | +5.5% |
| 30D | -4.5% | +3.2% | -7.7% | -6.0% |
| 3M | -28.5% | -1.8% | -26.7% | -27.9% |
| 6M | +28.4% | -13.5% | +41.9% | +35.8% |
| YTD | +80.1% | +9.7% | +70.3% | +76.7% |
| 1Y | +161.0% | +30.0% | +131.0% | +141.9% |
| All | +873.0% | +172.7% | +700.3% | +652.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling