+282.4%
ENB vs TRGP
+2,231.3%
-1,948.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -0.2% | +0.8% | -1.0% | -0.5% |
| 30D | -2.2% | +11.5% | -13.7% | -5.5% |
| 3M | -10.5% | +9.0% | -19.5% | -13.0% |
| 6M | -5.1% | +20.5% | -25.6% | -10.6% |
| YTD | +9.0% | +59.5% | -50.6% | -5.7% |
| 1Y | +8.2% | +77.9% | -69.7% | -9.7% |
| 3Y | +67.8% | +253.6% | -185.8% | +10.7% |
| 5Y | +69.4% | +615.5% | -546.1% | -10.9% |
| 10Y | +117.5% | +897.1% | -779.6% | -15.3% |
| All | +282.4% | +2,231.3% | -1,948.9% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling