+52.0%
TDG vs CNQ
+73.2%
-21.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.2% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -7.7% | +6.2% | -13.9% | -7.8% |
| 3M | -9.3% | +12.4% | -21.7% | -9.4% |
| 6M | -9.4% | +9.0% | -18.4% | -9.6% |
| YTD | -14.3% | +52.2% | -66.5% | -18.3% |
| 1Y | -11.8% | +65.0% | -76.9% | -17.1% |
| 3Y | +52.0% | +78.8% | -26.9% | +37.7% |
| All | +52.0% | +73.2% | -21.3% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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