+415.5%
CNQ vs TMF
-86.4%
+501.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | +0.1% | -5.1% | +5.2% | -0.7% |
| 30D | +6.2% | -4.6% | +10.8% | +5.5% |
| 3M | +12.4% | -16.6% | +28.9% | +9.5% |
| 6M | +9.0% | -19.9% | +28.9% | +5.9% |
| YTD | +52.2% | -20.2% | +72.4% | +47.9% |
| 1Y | +65.0% | -27.7% | +92.8% | +58.3% |
| 3Y | +78.8% | -43.9% | +122.8% | +68.6% |
| 5Y | +286.0% | -88.4% | +374.4% | +163.8% |
| All | +415.5% | -86.4% | +501.9% | +325.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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