+98.3%
ENB vs TMF
-83.0%
+181.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -3.7% | +0.6% | -4.3% | -3.6% |
| 30D | +1.7% | +16.3% | -14.6% | +2.2% |
| 3M | -6.3% | -2.7% | -3.6% | -6.4% |
| 6M | -9.2% | -13.2% | +4.0% | -9.5% |
| YTD | +3.1% | -16.7% | +19.8% | +2.6% |
| 1Y | +3.4% | -22.7% | +26.1% | +2.6% |
| 3Y | +68.9% | -26.1% | +95.0% | +68.8% |
| 5Y | +51.7% | -88.4% | +140.1% | +30.0% |
| 10Y | +98.3% | -81.8% | +180.2% | +72.5% |
| All | +98.3% | -83.0% | +181.4% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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