+704.2%
CNQ vs TMF
-69.4%
+773.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +0.5% |
| 7D | -0.9% | -0.9% | 0.0% | -1.1% |
| 30D | +8.7% | -1.0% | +9.7% | +8.6% |
| 3M | +15.8% | -11.3% | +27.1% | +13.3% |
| 6M | +13.3% | -22.7% | +36.0% | +7.9% |
| YTD | +54.7% | -17.3% | +72.1% | +49.8% |
| 1Y | +69.5% | -22.5% | +92.0% | +62.4% |
| 3Y | +77.3% | -43.2% | +120.6% | +63.6% |
| 5Y | +290.3% | -88.3% | +378.7% | +151.0% |
| 10Y | +429.3% | -86.0% | +515.3% | +312.4% |
| All | +704.2% | -69.4% | +773.6% | +928.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling