+10,104.5%
ENB vs TRMB
+3,168.1%
+6,936.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | 0.0% | +4.1% | -4.1% | -0.3% |
| 30D | +1.4% | -7.0% | +8.4% | +1.8% |
| 3M | -5.2% | -0.9% | -4.3% | -5.3% |
| 6M | -9.9% | -1.2% | -8.7% | -10.2% |
| YTD | +4.7% | -28.7% | +33.4% | +7.0% |
| 1Y | +2.8% | -32.1% | +34.8% | +5.5% |
| 3Y | +71.3% | +33.4% | +37.9% | +65.1% |
| 5Y | +58.6% | -35.6% | +94.2% | +61.0% |
| 10Y | +108.5% | +103.8% | +4.7% | +93.3% |
| All | +10,104.5% | +3,168.1% | +6,936.4% | +8,161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling