+88.5%
ENB vs TD
+306.3%
-217.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.4% |
| 7D | -4.7% | -0.5% | -4.1% | -4.3% |
| 30D | -5.9% | -1.9% | -4.0% | -4.9% |
| 3M | -14.2% | +4.8% | -19.0% | -17.4% |
| 6M | -8.6% | +28.0% | -36.6% | -23.5% |
| YTD | +3.9% | +30.3% | -26.4% | -14.5% |
| 1Y | +1.8% | +59.8% | -58.0% | -27.7% |
| 3Y | +68.5% | +124.7% | -56.2% | -8.6% |
| 5Y | +62.4% | +127.0% | -64.5% | -14.9% |
| All | +88.5% | +306.3% | -217.7% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling