+84.4%
TSM vs CNQ
+65.4%
+18.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +2.7% |
| 7D | +2.7% | +3.0% | -0.3% | +3.1% |
| 30D | +3.6% | +12.8% | -9.2% | +5.1% |
| 3M | -3.4% | +7.0% | -10.4% | -1.9% |
| 6M | +20.6% | +16.5% | +4.1% | +21.6% |
| YTD | +41.9% | +52.0% | -10.2% | +37.7% |
| 1Y | +84.4% | +64.1% | +20.3% | +76.8% |
| All | +84.4% | +65.4% | +18.9% | +76.8% |
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