+151.3%
CNQ vs TPG
+74.1%
+77.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | +0.1% | -9.4% | +9.5% | +2.2% |
| 30D | +6.2% | -5.3% | +11.5% | +7.1% |
| 3M | +12.4% | +12.9% | -0.6% | +8.6% |
| 6M | +9.0% | +20.1% | -11.1% | +3.0% |
| YTD | +52.2% | -22.5% | +74.7% | +60.2% |
| 1Y | +65.0% | -19.7% | +84.7% | +71.0% |
| 3Y | +78.8% | +81.2% | -2.4% | +41.2% |
| All | +151.3% | +74.1% | +77.2% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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