+112.4%
ENB vs TRMB
+103.0%
+9.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | 0.0% | +4.1% | -4.1% | -1.1% |
| 30D | +1.4% | -7.0% | +8.4% | +2.6% |
| 3M | -5.2% | -0.9% | -4.3% | -5.9% |
| 6M | -9.9% | -1.2% | -8.7% | -10.9% |
| YTD | +4.7% | -28.7% | +33.4% | +12.6% |
| 1Y | +2.8% | -32.1% | +34.8% | +11.9% |
| 3Y | +71.3% | +33.4% | +37.9% | +46.2% |
| 5Y | +58.6% | -35.6% | +94.2% | +67.2% |
| All | +112.4% | +103.0% | +9.4% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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