-38.0%
TSLL vs CNQ
+74.2%
-112.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -1.8% |
| 7D | -7.3% | -0.7% | -6.7% | -6.9% |
| 30D | +15.8% | +6.7% | +9.1% | +12.3% |
| 3M | -19.5% | +12.8% | -32.3% | -24.9% |
| 6M | -32.1% | +13.3% | -45.4% | -39.0% |
| YTD | -48.9% | +53.1% | -101.9% | -64.3% |
| 1Y | -23.4% | +66.1% | -89.4% | -50.3% |
| All | -38.0% | +74.2% | -112.2% | -62.0% |
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