-46.0%
TSLL vs CNQ
+61.9%
-107.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -7.4% | +1.1% | -9.4% |
| 7D | -9.4% | -9.4% | 0.0% | -13.3% |
| 30D | +1.6% | +2.8% | -1.2% | +3.5% |
| 3M | +29.4% | +8.5% | +20.9% | +35.9% |
| 6M | -20.1% | +6.4% | -26.5% | -14.1% |
| YTD | -44.5% | +50.9% | -95.4% | -35.2% |
| 1Y | -46.0% | +62.8% | -108.8% | -34.4% |
| All | -46.0% | +61.9% | -107.9% | -34.4% |
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