+14.0%
TFC vs CNQ
+278.6%
-264.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -3.4% | +6.2% | -9.6% | -5.2% |
| 3M | +0.4% | +12.4% | -11.9% | -3.5% |
| 6M | +12.7% | +9.0% | +3.7% | +8.3% |
| YTD | +5.6% | +52.2% | -46.6% | -10.4% |
| 1Y | +16.0% | +65.0% | -49.0% | -4.8% |
| 3Y | +94.0% | +78.8% | +15.1% | +49.6% |
| All | +14.0% | +278.6% | -264.6% | -40.2% |
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