-42.6%
CCL vs TD
+306.3%
-348.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.3% |
| 7D | -3.2% | -0.5% | -2.7% | -2.5% |
| 30D | -17.8% | -1.9% | -15.9% | -15.8% |
| 3M | -18.7% | +4.8% | -23.4% | -24.3% |
| 6M | -11.4% | +28.0% | -39.4% | -36.8% |
| YTD | -24.3% | +30.3% | -54.6% | -47.4% |
| 1Y | -28.8% | +59.8% | -88.6% | -62.8% |
| 3Y | +49.3% | +124.7% | -75.4% | -53.1% |
| 5Y | +1.6% | +127.0% | -125.4% | -68.0% |
| All | -42.6% | +306.3% | -348.9% | -88.6% |
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 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