+415.5%
CNQ vs TSN
-4.9%
+420.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.9% |
| 7D | +0.1% | +3.0% | -2.9% | -1.0% |
| 30D | +6.2% | -4.2% | +10.4% | +7.7% |
| 3M | +12.4% | -3.9% | +16.3% | +13.2% |
| 6M | +9.0% | -9.8% | +18.9% | +11.7% |
| YTD | +52.2% | -7.3% | +59.5% | +53.9% |
| 1Y | +65.0% | -2.2% | +67.2% | +62.7% |
| 3Y | +78.8% | +11.9% | +67.0% | +62.8% |
| 5Y | +286.0% | -16.9% | +302.9% | +290.4% |
| All | +415.5% | -4.9% | +420.4% | +377.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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