+107.6%
ENB vs TMF
-81.8%
+189.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | -3.4% | +1.6% | -1.9% |
| 30D | +2.0% | +11.5% | -9.5% | +2.4% |
| 3M | -5.8% | -4.5% | -1.3% | -5.9% |
| 6M | -9.7% | -15.0% | +5.3% | -10.1% |
| YTD | +4.2% | -19.9% | +24.1% | +3.6% |
| 1Y | +3.2% | -26.6% | +29.8% | +2.3% |
| 3Y | +70.6% | -29.8% | +100.4% | +70.1% |
| 5Y | +55.1% | -88.2% | +143.3% | +33.5% |
| 10Y | +107.6% | -81.4% | +189.0% | +79.0% |
| All | +107.6% | -81.8% | +189.4% | +79.0% |
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