+5,556.5%
CNQ vs TD
+2,706.0%
+2,850.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.1% |
| 7D | +0.1% | -0.5% | +0.7% | +0.5% |
| 30D | +6.2% | -1.9% | +8.1% | +7.5% |
| 3M | +12.4% | +4.8% | +7.6% | +6.7% |
| 6M | +9.0% | +28.0% | -19.0% | -14.0% |
| YTD | +52.2% | +30.3% | +21.9% | +17.7% |
| 1Y | +65.0% | +59.8% | +5.3% | +6.3% |
| 3Y | +78.8% | +124.7% | -45.9% | -16.7% |
| 5Y | +286.0% | +127.0% | +159.0% | +77.7% |
| 10Y | +420.7% | +303.2% | +117.5% | +59.4% |
| All | +5,556.5% | +2,706.0% | +2,850.5% | +646.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling