+272.1%
CNQ vs TDY
+39.0%
+233.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.5% |
| 30D | +6.2% | -12.0% | +18.2% | +10.7% |
| 3M | +12.4% | -3.2% | +15.6% | +13.0% |
| 6M | +9.0% | -7.9% | +16.9% | +11.1% |
| YTD | +52.2% | +18.2% | +34.0% | +40.3% |
| 1Y | +65.0% | +6.7% | +58.4% | +57.9% |
| 3Y | +78.8% | +47.5% | +31.3% | +46.7% |
| All | +272.1% | +39.0% | +233.0% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling