+69.2%
ENB vs TD
+132.9%
-63.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | +1.4% | +5.0% | -3.6% | +0.1% |
| 3M | -5.2% | +1.1% | -6.3% | -5.5% |
| 6M | -9.9% | +16.5% | -26.4% | -13.8% |
| YTD | +4.7% | +34.3% | -29.6% | -4.1% |
| 1Y | +2.8% | +52.9% | -50.1% | -9.9% |
| All | +69.2% | +132.9% | -63.7% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling