+415.5%
CNQ vs TDY
+479.2%
-63.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.3% |
| 7D | +0.1% | -1.1% | +1.2% | +0.8% |
| 30D | +6.2% | -12.0% | +18.2% | +14.5% |
| 3M | +12.4% | -3.2% | +15.6% | +13.6% |
| 6M | +9.0% | -7.9% | +16.9% | +12.4% |
| YTD | +52.2% | +18.2% | +34.0% | +33.0% |
| 1Y | +65.0% | +6.7% | +58.4% | +53.1% |
| 3Y | +78.8% | +47.5% | +31.3% | +28.9% |
| 5Y | +286.0% | +39.5% | +246.5% | +179.5% |
| All | +415.5% | +479.2% | -63.7% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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