-34.0%
CCL vs TD
+300.0%
-334.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -1.2% | +1.1% | -2.3% | -2.6% |
| 30D | +13.1% | +5.2% | +7.9% | +5.8% |
| 3M | +3.4% | +1.2% | +2.1% | +1.4% |
| 6M | +18.7% | +17.7% | +1.0% | -6.0% |
| YTD | -2.3% | +34.2% | -36.5% | -34.9% |
| 1Y | +14.2% | +55.4% | -41.2% | -38.1% |
| 3Y | +133.6% | +130.4% | +3.2% | -29.5% |
| 5Y | +33.5% | +101.8% | -68.3% | -49.7% |
| All | -34.0% | +300.0% | -334.1% | -88.3% |
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