+23.2%
TMO vs CNQ
+56.1%
-32.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.5% |
| 7D | -0.3% | -13.5% | +13.2% | -2.2% |
| 30D | +4.9% | +2.2% | +2.7% | +5.6% |
| 3M | +19.9% | +7.8% | +12.1% | +21.8% |
| 6M | +47.2% | +8.5% | +38.7% | +50.5% |
| YTD | +20.2% | +47.6% | -27.4% | +22.7% |
| 1Y | +23.2% | +58.7% | -35.5% | +24.8% |
| All | +23.2% | +56.1% | -32.9% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling