+64.7%
ENB vs TLN
+538.9%
-474.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.1% | -9.6% | -2.7% |
| 7D | -5.2% | -1.3% | -3.9% | -5.2% |
| 30D | +2.2% | -10.5% | +12.7% | +2.5% |
| 3M | -8.1% | +0.1% | -8.2% | -8.2% |
| 6M | -11.2% | -17.4% | +6.2% | -10.9% |
| YTD | +2.0% | -9.7% | +11.7% | +1.8% |
| 1Y | +4.1% | -12.3% | +16.3% | +3.9% |
| 3Y | +64.7% | +528.3% | -463.5% | +30.8% |
| All | +64.7% | +538.9% | -474.2% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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