+59.3%
ENB vs TRGP
+504.4%
-445.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +3.1% | +12.4% | -9.3% | -0.8% |
| 30D | +2.1% | +2.6% | -0.5% | +1.0% |
| 3M | -4.4% | +11.9% | -16.3% | -8.3% |
| 6M | -10.1% | +13.9% | -24.0% | -14.4% |
| YTD | +5.2% | +64.2% | -59.0% | -11.5% |
| 1Y | +4.2% | +78.5% | -74.3% | -14.8% |
| 3Y | +70.1% | +272.9% | -202.8% | -3.1% |
| All | +59.3% | +504.4% | -445.1% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling