+5,932.1%
ENB vs TD
+7,879.0%
-1,947.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | -2.2% | +0.4% | -2.6% | -2.5% |
| 3M | -10.5% | +7.6% | -18.1% | -13.5% |
| 6M | -5.1% | +25.0% | -30.1% | -14.0% |
| YTD | +9.0% | +31.0% | -22.0% | -3.4% |
| 1Y | +8.2% | +65.2% | -57.0% | -13.2% |
| 3Y | +67.8% | +122.5% | -54.7% | +17.5% |
| 5Y | +69.4% | +124.8% | -55.4% | +17.7% |
| 10Y | +117.5% | +298.2% | -180.7% | +21.9% |
| All | +5,932.1% | +7,879.0% | -1,947.0% | +1,829.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling