+124.3%
TDG vs CNQ
+278.6%
-154.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -7.7% | +6.2% | -13.9% | -8.8% |
| 3M | -9.3% | +12.4% | -21.7% | -11.5% |
| 6M | -9.4% | +9.0% | -18.4% | -11.7% |
| YTD | -14.3% | +52.2% | -66.5% | -23.3% |
| 1Y | -11.8% | +65.0% | -76.9% | -23.0% |
| 3Y | +52.0% | +78.8% | -26.9% | +25.8% |
| All | +124.3% | +278.6% | -154.3% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling