+69.4%
ENB vs TSN
-20.2%
+89.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.4% |
| 7D | -0.3% | -7.3% | +7.0% | +1.1% |
| 30D | -1.1% | -8.6% | +7.6% | +0.6% |
| 3M | -8.5% | -7.5% | -0.9% | -7.3% |
| 6M | -4.5% | -14.1% | +9.6% | -2.1% |
| YTD | +9.1% | -9.4% | +18.5% | +10.4% |
| 1Y | +8.0% | -4.1% | +12.0% | +7.7% |
| 3Y | +77.8% | +10.3% | +67.5% | +69.0% |
| 5Y | +69.4% | -19.7% | +89.1% | +74.6% |
| All | +69.4% | -20.2% | +89.6% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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