+69.7%
ENB vs TMF
-87.5%
+157.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | -2.2% | -2.8% | +0.6% | -2.1% |
| 3M | -10.5% | -10.9% | +0.4% | -10.1% |
| 6M | -5.1% | -21.3% | +16.3% | -4.2% |
| YTD | +9.0% | -15.9% | +24.8% | +9.6% |
| 1Y | +8.2% | -15.7% | +23.9% | +8.8% |
| 3Y | +67.8% | -43.4% | +111.1% | +69.2% |
| All | +69.7% | -87.5% | +157.2% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling