+99.7%
TXN vs CCJ
-26.2%
+125.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +1.0% | -14.5% | +15.5% | +5.4% |
| 30D | +6.1% | -18.1% | +24.2% | +11.8% |
| 3M | +10.4% | -23.0% | +33.4% | +17.9% |
| 6M | +12.6% | -39.4% | +52.0% | +26.4% |
| YTD | +83.5% | -21.7% | +105.1% | +96.2% |
| 1Y | +99.7% | -25.9% | +125.6% | +115.7% |
| All | +99.7% | -26.2% | +125.9% | +115.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling