+60.0%
ENB vs TPG
+78.6%
-18.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | -0.2% |
| 7D | -0.3% | -6.5% | +6.2% | +0.5% |
| 30D | -1.1% | +0.1% | -1.1% | -1.2% |
| 3M | -8.5% | +14.5% | -23.0% | -10.3% |
| 6M | -4.5% | +17.3% | -21.9% | -6.9% |
| YTD | +9.1% | -20.5% | +29.6% | +11.8% |
| 1Y | +8.0% | -13.2% | +21.2% | +8.9% |
| 3Y | +77.8% | +87.7% | -9.9% | +49.9% |
| All | +60.0% | +78.6% | -18.6% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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