+607.3%
ENB vs TMF
-69.2%
+676.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -5.2% | +1.2% | -6.4% | -5.1% |
| 30D | +2.2% | +19.7% | -17.6% | +3.6% |
| 3M | -8.1% | -2.1% | -6.0% | -8.1% |
| 6M | -11.2% | -13.4% | +2.3% | -12.0% |
| YTD | +2.0% | -16.7% | +18.7% | +0.8% |
| 1Y | +4.1% | -23.3% | +27.4% | +2.2% |
| 3Y | +64.7% | -24.8% | +89.6% | +63.6% |
| 5Y | +46.6% | -88.0% | +134.6% | +21.4% |
| 10Y | +102.7% | -84.7% | +187.4% | +81.1% |
| All | +607.3% | -69.2% | +676.4% | +674.9% |
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