+812.9%
TTMI vs CCJ
+347.8%
+465.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.4% |
| 7D | +7.5% | +4.2% | +3.3% | +5.9% |
| 30D | -4.5% | +3.2% | -7.7% | -5.7% |
| 3M | -28.5% | -1.8% | -26.7% | -27.9% |
| 6M | +28.4% | -13.5% | +41.9% | +34.9% |
| YTD | +80.1% | +9.7% | +70.3% | +77.3% |
| 1Y | +161.0% | +30.0% | +131.0% | +144.4% |
| 3Y | +862.4% | +172.6% | +689.8% | +626.8% |
| 5Y | +812.9% | +342.9% | +470.0% | +502.0% |
| All | +812.9% | +347.8% | +465.1% | +502.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling