+59.6%
TXN vs CNQ
+278.6%
-219.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.9% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -2.9% | +6.2% | -9.1% | -4.3% |
| 3M | -9.1% | +12.4% | -21.5% | -11.9% |
| 6M | +36.6% | +9.0% | +27.6% | +32.6% |
| YTD | +57.5% | +52.2% | +5.3% | +38.6% |
| 1Y | +49.5% | +65.0% | -15.5% | +28.2% |
| 3Y | +76.5% | +78.8% | -2.3% | +45.6% |
| All | +59.6% | +278.6% | -219.0% | +10.0% |
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