-83.4%
TTD vs CNQ
+73.2%
-156.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +6.3% | +6.2% | +0.1% | +4.7% |
| 3M | -24.1% | +12.4% | -36.5% | -26.5% |
| 6M | -47.4% | +9.0% | -56.5% | -49.1% |
| YTD | -62.2% | +52.2% | -114.4% | -67.6% |
| 1Y | -68.3% | +65.0% | -133.3% | -73.7% |
| 3Y | -83.4% | +78.8% | -162.3% | -86.8% |
| All | -83.4% | +73.2% | -156.7% | -86.8% |
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 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