+829.0%
TTMI vs CNQ
+278.6%
+550.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -8.4% | +6.2% | -14.6% | -10.3% |
| 3M | -32.5% | +12.4% | -44.8% | -35.2% |
| 6M | +32.5% | +9.0% | +23.5% | +27.4% |
| YTD | +83.2% | +52.2% | +31.0% | +55.4% |
| 1Y | +161.7% | +65.0% | +96.6% | +115.5% |
| 3Y | +890.1% | +78.8% | +811.3% | +675.6% |
| All | +829.0% | +278.6% | +550.4% | +527.8% |
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