+268.8%
CNQ vs TYL
-29.1%
+297.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.8% | -7.5% | +6.7% | +0.2% |
| 30D | +5.3% | +6.0% | -0.7% | +4.3% |
| 3M | +11.4% | +13.9% | -2.6% | +8.9% |
| 6M | +8.1% | -3.3% | +11.4% | +8.1% |
| YTD | +50.9% | -25.8% | +76.7% | +57.1% |
| 1Y | +63.6% | -39.2% | +102.8% | +76.7% |
| 3Y | +77.2% | -13.2% | +90.4% | +74.9% |
| All | +268.8% | -29.1% | +297.8% | +253.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling