+459.4%
TTMI vs CCJ
+5,455.7%
-4,996.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.6% |
| 7D | +12.2% | +5.9% | +6.2% | +10.0% |
| 30D | -5.7% | +4.7% | -10.4% | -7.3% |
| 3M | -27.5% | -3.3% | -24.2% | -26.4% |
| 6M | +47.1% | -7.0% | +54.2% | +51.5% |
| YTD | +87.5% | +11.5% | +76.0% | +82.5% |
| 1Y | +175.2% | +32.3% | +142.9% | +152.2% |
| 3Y | +901.9% | +176.8% | +725.1% | +597.8% |
| 5Y | +843.5% | +351.8% | +491.7% | +425.3% |
| 10Y | +1,077.0% | +1,080.5% | -3.5% | +307.1% |
| All | +459.4% | +5,455.7% | -4,996.3% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling