+1,731.3%
CCJ vs TD
+7,879.0%
-6,147.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.9% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +6.9% | +0.4% | +6.5% | +6.6% |
| 3M | -11.6% | +7.6% | -19.3% | -15.4% |
| 6M | -16.2% | +25.0% | -41.2% | -26.0% |
| YTD | +10.1% | +31.0% | -20.9% | -5.2% |
| 1Y | +32.3% | +65.2% | -32.9% | +0.1% |
| 3Y | +171.3% | +122.5% | +48.8% | +70.9% |
| 5Y | +372.4% | +124.8% | +247.6% | +196.2% |
| 10Y | +1,070.0% | +298.2% | +771.8% | +422.8% |
| All | +1,731.3% | +7,879.0% | -6,147.7% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling