+316.1%
CCJ vs TD
+120.6%
+195.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.7% |
| 7D | +4.2% | -1.9% | +6.1% | +5.6% |
| 30D | +3.2% | -1.6% | +4.8% | +4.3% |
| 3M | -1.8% | +4.6% | -6.4% | -5.1% |
| 6M | -13.5% | +26.8% | -40.4% | -26.5% |
| YTD | +9.7% | +28.3% | -18.6% | -7.3% |
| 1Y | +30.0% | +60.4% | -30.5% | -4.6% |
| 3Y | +172.6% | +125.7% | +46.9% | +56.2% |
| All | +316.1% | +120.6% | +195.5% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling