-0.9%
CCL vs TD
+123.1%
-124.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -0.8% |
| 7D | -4.4% | -1.9% | -2.5% | -2.3% |
| 30D | -18.2% | -1.6% | -16.6% | -16.8% |
| 3M | -17.7% | +4.6% | -22.3% | -22.3% |
| 6M | -13.0% | +26.8% | -39.8% | -33.8% |
| YTD | -24.5% | +28.3% | -52.8% | -43.3% |
| 1Y | -26.9% | +60.4% | -87.4% | -57.6% |
| 3Y | +50.8% | +125.7% | -75.0% | -42.9% |
| 5Y | -0.9% | +122.4% | -123.3% | -58.1% |
| All | -0.9% | +123.1% | -124.0% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling