+69.4%
ENB vs TCOM
+25.9%
+43.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.5% |
| 7D | -0.3% | -10.2% | +9.9% | +0.3% |
| 30D | -1.1% | -16.8% | +15.8% | 0.0% |
| 3M | -8.5% | -16.7% | +8.2% | -7.6% |
| 6M | -4.5% | -27.1% | +22.5% | -2.8% |
| YTD | +9.1% | -45.5% | +54.6% | +13.2% |
| 1Y | +8.0% | -45.9% | +53.8% | +12.0% |
| 3Y | +77.8% | +9.8% | +68.1% | +71.1% |
| 5Y | +69.4% | +23.8% | +45.6% | +58.5% |
| All | +69.4% | +25.9% | +43.5% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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