+59.3%
ENB vs TRMB
-36.0%
+95.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.1% | +2.8% | +0.3% | +2.7% |
| 30D | +2.1% | -5.9% | +8.0% | +2.6% |
| 3M | -4.4% | -3.3% | -1.1% | -4.5% |
| 6M | -10.1% | +1.3% | -11.4% | -11.0% |
| YTD | +5.2% | -29.0% | +34.2% | +10.4% |
| 1Y | +4.2% | -27.8% | +32.0% | +8.9% |
| 3Y | +70.1% | +36.3% | +33.8% | +50.5% |
| All | +59.3% | -36.0% | +95.3% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling