+704.8%
ENB vs TNA
+944.8%
-239.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | +0.1% |
| 7D | -0.3% | -3.6% | +3.3% | +0.3% |
| 30D | -1.1% | -10.1% | +9.0% | +0.6% |
| 3M | -8.5% | +2.7% | -11.2% | -9.5% |
| 6M | -4.5% | +38.4% | -43.0% | -11.4% |
| YTD | +9.1% | +45.4% | -36.3% | -0.3% |
| 1Y | +8.0% | +55.9% | -48.0% | -3.6% |
| 3Y | +77.8% | +109.8% | -32.0% | +38.1% |
| 5Y | +69.4% | -22.5% | +91.9% | +46.2% |
| 10Y | +100.5% | +87.5% | +12.9% | +20.8% |
| All | +704.8% | +944.8% | -239.9% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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