Seasonality
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Seasonality
Sign in to unlock 10Y & 20Y views
Jul is the seasonally strongest month over 5Y.
Jul averages +11.4% with a 71% win rate across 5 years of history.
Sep shows persistent seasonal weakness.
Sep averages -5.9% with only a 0% win rate across 5 years of history.
Q2 (Apr–May–Jun) is the seasonally strongest quarter.
The three months of Q2 combine for a +11.3% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +1.7% historically, with January alone posting a 50% win rate.
2026 YTD is tracking below the 5Y seasonal average.
At day 204 of the year, the current YTD return is -8.9% vs the historical average for the same point.
TFII.TO - Average returns for the respective month in the last 5 years
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.14% | 11.37% | -6.67% | 28.36% | 9.43% | -3.70% | -7.23% | -1.67% | -8.00% | -7.93% | ||
| 2025 | -1.39% | -31.50% | -14.58% | 0.58% | 5.73% | 3.68% | -1.42% | 7.98% | -5.39% | 2.91% | -3.31% | 16.94% |
| 2024 | -1.97% | 13.49% | 7.99% | -17.00% | 0.59% | 10.46% | 8.19% | -7.19% | -6.86% | 0.58% | 14.40% | -8.58% |
| 2023 | 9.28% | 12.36% | -2.86% | -9.46% | -2.07% | 5.87% | 12.14% | 8.79% | -5.00% | -12.06% | 4.66% | 12.58% |
| 2022 | -13.76% | 7.99% | 1.03% | -22.39% | 0.51% | -0.18% | 23.78% | 2.45% | -4.32% | -0.80% | 17.73% | -6.79% |
| 2021 | 29.62% | 4.65% | 6.31% | 14.33% | 7.76% | -2.25% | 23.41% | 2.07% | -8.90% | 5.90% | -7.57% | 12.12% |
| 2020 | -2.31% | -24.33% | 24.32% | 8.03% | 16.21% | 20.61% | -0.79% | -2.98% | 6.54% | 11.09% | -0.12% | |
| Avg | 4.15% | 2.29% | -4.73% | 2.68% | 4.28% | 4.30% | 11.35% | 1.66% | -5.92% | 0.51% | 6.17% | 4.36% |
TFII.TO - Average growth of $100 invested at start of year
5 years of data
TFII.TO Distribution of Daily Returns from 2021 to 2026
TFII.TO Distribution of Daily % Changes