+68.5%
ENB vs TSLQ
-95.6%
+164.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -1.0% |
| 7D | -4.7% | -6.6% | +1.9% | -4.7% |
| 30D | -5.9% | -24.3% | +18.4% | -6.0% |
| 3M | -14.2% | -3.6% | -10.6% | -14.2% |
| 6M | -8.6% | -12.0% | +3.4% | -8.5% |
| YTD | +3.9% | +1.4% | +2.5% | +4.3% |
| 1Y | +1.8% | -43.6% | +45.4% | +1.4% |
| 3Y | +68.5% | -95.4% | +163.9% | +64.3% |
| All | +68.5% | -95.6% | +164.1% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling