+11,224.5%
ENB vs TSN
+1,033.0%
+10,191.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.7% | -1.4% | +3.1% | +1.9% |
| 30D | +0.7% | +8.5% | -7.8% | -0.5% |
| 3M | -5.8% | +5.3% | -11.1% | -6.6% |
| 6M | -11.3% | -10.5% | -0.8% | -10.2% |
| YTD | +3.7% | +3.0% | +0.7% | +2.8% |
| 1Y | +2.8% | +12.1% | -9.4% | +0.6% |
| 3Y | +67.7% | +43.1% | +24.6% | +57.7% |
| 5Y | +57.1% | -15.1% | +72.2% | +58.0% |
| 10Y | +106.6% | +14.8% | +91.8% | +96.6% |
| All | +11,224.5% | +1,033.0% | +10,191.5% | +8,358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling