+54.1%
CCL vs TD
+128.4%
-74.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.5% |
| 7D | -0.1% | +0.9% | -1.0% | -1.0% |
| 30D | -20.0% | -0.7% | -19.3% | -19.6% |
| 3M | -13.7% | +6.3% | -19.9% | -18.8% |
| 6M | -9.0% | +27.9% | -36.9% | -27.7% |
| YTD | -22.8% | +29.8% | -52.6% | -39.4% |
| 1Y | -25.3% | +63.7% | -89.0% | -51.8% |
| 3Y | +54.1% | +128.3% | -74.3% | -26.8% |
| All | +54.1% | +128.4% | -74.3% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling