+79.8%
CNQ vs TYL
-14.8%
+94.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.0% |
| 7D | -0.7% | -11.5% | +10.9% | 0.0% |
| 30D | +6.7% | +3.9% | +2.8% | +6.4% |
| 3M | +12.8% | +10.8% | +2.0% | +11.9% |
| 6M | +13.3% | -5.3% | +18.6% | +13.8% |
| YTD | +53.1% | -26.1% | +79.2% | +57.5% |
| 1Y | +66.1% | -38.5% | +104.6% | +75.5% |
| All | +79.8% | -14.8% | +94.6% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 3y: compounded portfolio wealth divided by compounded TYL 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…
3y analysis · Full analysis span regression · 6 months rolling