+56.4%
TXN vs CCJ
+326.6%
-270.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.5% |
| 7D | +2.0% | -3.2% | +5.1% | +2.6% |
| 30D | -8.0% | -1.3% | -6.6% | -7.8% |
| 3M | -7.8% | +2.5% | -10.3% | -8.4% |
| 6M | +32.4% | -18.9% | +51.3% | +36.4% |
| YTD | +51.7% | +6.5% | +45.2% | +48.8% |
| 1Y | +44.3% | +22.8% | +21.5% | +36.3% |
| 3Y | +71.3% | +164.5% | -93.2% | +33.8% |
| 5Y | +56.4% | +303.7% | -247.3% | +11.5% |
| All | +56.4% | +326.6% | -270.2% | +11.5% |
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 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