+76.5%
TXN vs CCJ
+162.5%
-86.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +3.9% |
| 7D | +4.0% | -4.0% | +8.0% | +4.7% |
| 30D | -2.9% | -2.4% | -0.5% | -2.5% |
| 3M | -9.1% | -2.3% | -6.8% | -9.0% |
| 6M | +36.6% | -16.2% | +52.8% | +39.5% |
| YTD | +57.5% | +5.7% | +51.8% | +55.5% |
| 1Y | +49.5% | +21.3% | +28.3% | +43.2% |
| 3Y | +76.5% | +159.4% | -82.8% | +42.5% |
| All | +76.5% | +162.5% | -86.0% | +42.5% |
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 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