+3,330.3%
ENB vs TKO
+1,439.7%
+1,890.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.3% |
| 7D | -0.5% | +7.2% | -7.6% | -1.2% |
| 30D | -0.2% | +4.7% | -4.9% | -0.7% |
| 3M | -7.5% | -3.2% | -4.3% | -7.3% |
| 6M | -4.1% | -2.9% | -1.3% | -4.1% |
| YTD | +9.8% | -5.8% | +15.6% | +10.0% |
| 1Y | +8.7% | -1.1% | +9.7% | +8.3% |
| 3Y | +79.0% | +111.1% | -32.1% | +63.5% |
| 5Y | +69.1% | +315.6% | -246.5% | +43.1% |
| 10Y | +96.5% | +978.5% | -882.0% | +49.5% |
| All | +3,330.3% | +1,439.7% | +1,890.5% | +2,195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling