-33.8%
CCL vs TD
+300.1%
-333.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -3.8% |
| 7D | -0.3% | +0.6% | -0.9% | -1.1% |
| 30D | +10.3% | +5.0% | +5.4% | +3.5% |
| 3M | +6.6% | +1.1% | +5.5% | +4.7% |
| 6M | +20.0% | +16.5% | +3.6% | -3.5% |
| YTD | -1.9% | +34.3% | -36.2% | -34.7% |
| 1Y | +10.4% | +52.9% | -42.4% | -38.7% |
| 3Y | +134.8% | +132.2% | +2.6% | -30.0% |
| 5Y | +34.0% | +101.9% | -67.9% | -49.5% |
| All | -33.8% | +300.1% | -333.9% | -88.2% |
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