+433.0%
TFC vs CNQ
+5,432.5%
-4,999.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 6M | +12.7% | +9.0% | +3.7% | +8.2% |
| YTD | +5.6% | +52.2% | -46.6% | -9.0% |
| 1Y | +16.0% | +65.0% | -49.0% | -2.8% |
| 3Y | +94.0% | +78.8% | +15.1% | +55.8% |
| 5Y | +16.2% | +286.0% | -269.8% | -27.8% |
| 10Y | +98.2% | +420.7% | -322.5% | +2.5% |
| All | +433.0% | +5,432.5% | -4,999.5% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling