+5,556.5%
CNQ vs TDY
+2,918.9%
+2,637.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 3M | +12.4% | -3.2% | +15.6% | +13.2% |
| 6M | +9.0% | -7.9% | +16.9% | +11.2% |
| YTD | +52.2% | +18.2% | +34.0% | +41.1% |
| 1Y | +65.0% | +6.7% | +58.4% | +58.5% |
| 3Y | +78.8% | +47.5% | +31.3% | +49.8% |
| 5Y | +286.0% | +39.5% | +246.5% | +226.7% |
| 10Y | +420.7% | +477.2% | -56.5% | +187.0% |
| All | +5,556.5% | +2,918.9% | +2,637.6% | +2,266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling