+1,065.3%
CCJ vs TD
+303.5%
+761.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.5% |
| 7D | -3.2% | -2.6% | -0.6% | -1.6% |
| 30D | -1.3% | -1.0% | -0.3% | -0.8% |
| 3M | +2.5% | +5.6% | -3.1% | -1.2% |
| 6M | -18.9% | +27.1% | -46.0% | -30.1% |
| YTD | +6.5% | +29.4% | -22.9% | -9.1% |
| 1Y | +22.8% | +60.7% | -37.9% | -7.9% |
| 3Y | +164.5% | +127.6% | +36.9% | +57.3% |
| 5Y | +303.7% | +125.4% | +178.3% | +142.2% |
| All | +1,065.3% | +303.5% | +761.8% | +353.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling