+1,720.6%
ENB vs TRI
+509.5%
+1,211.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.6% |
| 7D | -4.7% | -7.9% | +3.2% | -1.9% |
| 30D | -5.9% | -4.5% | -1.4% | -4.8% |
| 3M | -14.2% | +22.1% | -36.3% | -22.1% |
| 6M | -8.6% | -2.8% | -5.8% | -10.7% |
| YTD | +3.9% | -23.4% | +27.3% | +9.7% |
| 1Y | +1.8% | -41.5% | +43.3% | +20.1% |
| 3Y | +68.5% | -19.2% | +87.7% | +68.9% |
| 5Y | +62.4% | -9.4% | +71.8% | +52.4% |
| 10Y | +90.9% | +195.6% | -104.6% | +6.0% |
| All | +1,720.6% | +509.5% | +1,211.2% | +610.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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