+62.8%
CNQ vs TSLQ
-17.8%
+80.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +6.4% | -13.8% | -7.7% |
| 7D | -9.4% | +9.8% | -19.3% | -9.9% |
| 30D | +2.8% | -6.0% | +8.8% | +3.0% |
| 3M | +8.5% | -35.0% | +43.5% | +10.8% |
| 6M | +6.4% | -24.9% | +31.3% | +6.6% |
| YTD | +50.9% | -12.7% | +63.6% | +50.3% |
| 1Y | +62.8% | -21.0% | +83.8% | +61.1% |
| All | +62.8% | -17.8% | +80.6% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling