+655.5%
ENB vs TMF
-68.9%
+724.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.8% |
| 7D | -0.2% | -1.4% | +1.2% | -0.3% |
| 30D | -2.2% | -2.8% | +0.6% | -2.4% |
| 3M | -10.5% | -10.9% | +0.4% | -11.2% |
| 6M | -5.1% | -21.3% | +16.3% | -6.7% |
| YTD | +9.0% | -15.9% | +24.8% | +7.7% |
| 1Y | +8.2% | -15.7% | +23.9% | +7.1% |
| 3Y | +67.8% | -43.4% | +111.1% | +62.2% |
| 5Y | +69.4% | -87.8% | +157.1% | +40.8% |
| 10Y | +117.5% | -86.7% | +204.3% | +90.7% |
| All | +655.5% | -68.9% | +724.4% | +728.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling