+650.1%
TSEM vs CNQ
+73.2%
+576.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.8% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -18.7% | +6.2% | -24.9% | -20.0% |
| 3M | -18.1% | +12.4% | -30.5% | -20.5% |
| 6M | +77.1% | +9.0% | +68.1% | +72.6% |
| YTD | +80.1% | +52.2% | +27.9% | +59.5% |
| 1Y | +220.4% | +65.0% | +155.4% | +176.4% |
| 3Y | +650.1% | +78.8% | +571.2% | +539.5% |
| All | +650.1% | +73.2% | +576.8% | +539.5% |
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