+280.2%
TSM vs CNQ
+278.6%
+1.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +1.0% | +6.2% | -5.2% | -0.6% |
| 3M | +2.9% | +12.4% | -9.5% | -0.4% |
| 6M | +22.8% | +9.0% | +13.8% | +18.8% |
| YTD | +43.3% | +52.2% | -8.9% | +24.4% |
| 1Y | +69.2% | +65.0% | +4.1% | +42.9% |
| 3Y | +404.5% | +78.8% | +325.7% | +309.7% |
| All | +280.2% | +278.6% | +1.6% | +157.8% |
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 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