+88.5%
ENB vs TRGP
+863.3%
-774.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -4.7% | +0.1% | -4.7% | -4.7% |
| 30D | -5.9% | +8.0% | -13.9% | -8.1% |
| 3M | -14.2% | +8.3% | -22.5% | -16.5% |
| 6M | -8.6% | +23.9% | -32.5% | -14.6% |
| YTD | +3.9% | +59.6% | -55.7% | -10.2% |
| 1Y | +1.8% | +79.4% | -77.6% | -15.4% |
| 3Y | +68.5% | +269.4% | -200.9% | +8.8% |
| 5Y | +62.4% | +641.6% | -579.2% | -16.2% |
| All | +88.5% | +863.3% | -774.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling