+88.5%
ENB vs TKO
+989.7%
-901.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -4.7% | +2.3% | -7.0% | -5.0% |
| 30D | -5.9% | -2.5% | -3.4% | -5.6% |
| 3M | -14.2% | -10.6% | -3.6% | -13.0% |
| 6M | -8.6% | -5.1% | -3.5% | -8.3% |
| YTD | +3.9% | -8.2% | +12.1% | +4.6% |
| 1Y | +1.8% | -4.4% | +6.2% | +1.7% |
| 3Y | +68.5% | +100.4% | -31.9% | +47.1% |
| 5Y | +62.4% | +294.3% | -231.9% | +23.8% |
| All | +88.5% | +989.7% | -901.1% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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