-79.9%
TTD vs CNQ
+278.6%
-358.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | -24.1% | +12.4% | -36.5% | -27.5% |
| 6M | -47.4% | +9.0% | -56.5% | -49.7% |
| YTD | -62.2% | +52.2% | -114.4% | -68.4% |
| 1Y | -68.3% | +65.0% | -133.3% | -74.4% |
| 3Y | -83.4% | +78.8% | -162.3% | -87.4% |
| All | -79.9% | +278.6% | -358.5% | -87.6% |
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