-53.1%
TSLL vs CNQ
+129.5%
-182.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.1% |
| 3M | -19.5% | +12.8% | -32.3% | -25.2% |
| 6M | -32.1% | +13.3% | -45.4% | -38.9% |
| YTD | -48.9% | +53.1% | -101.9% | -63.1% |
| 1Y | -23.4% | +66.1% | -89.4% | -47.9% |
| 3Y | -28.6% | +75.4% | -104.0% | -54.6% |
| All | -53.1% | +129.5% | -182.6% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling