+3,228.8%
ENB vs TDY
+6,954.6%
-3,725.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.4% |
| 7D | -0.3% | -1.8% | +1.5% | 0.0% |
| 30D | -1.1% | -13.8% | +12.7% | +1.5% |
| 3M | -8.5% | -3.9% | -4.6% | -8.0% |
| 6M | -4.5% | -9.0% | +4.4% | -3.3% |
| YTD | +9.1% | +16.5% | -7.5% | +5.7% |
| 1Y | +8.0% | +9.3% | -1.3% | +5.6% |
| 3Y | +77.8% | +45.1% | +32.7% | +64.5% |
| 5Y | +69.4% | +35.0% | +34.4% | +57.7% |
| 10Y | +100.5% | +469.0% | -368.5% | +52.0% |
| All | +3,228.8% | +6,954.6% | -3,725.8% | +1,706.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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