+7,014.3%
TXN vs CCJ
+1,604.2%
+5,410.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +2.2% | +5.9% | -3.7% | +0.9% |
| 30D | -9.5% | +4.7% | -14.2% | -10.5% |
| 3M | -10.5% | -3.3% | -7.2% | -10.1% |
| 6M | +35.4% | -7.0% | +42.4% | +36.4% |
| YTD | +51.8% | +11.5% | +40.3% | +46.3% |
| 1Y | +42.9% | +32.3% | +10.7% | +30.6% |
| 3Y | +71.3% | +176.8% | -105.5% | +27.6% |
| 5Y | +58.0% | +351.8% | -293.8% | +0.5% |
| 10Y | +393.3% | +1,080.5% | -687.3% | +127.5% |
| All | +7,014.3% | +1,604.2% | +5,410.1% | +2,235.7% |
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 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