+11,245.9%
ENB vs TSN
+1,061.3%
+10,184.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -2.4% | +5.8% | -8.3% | -3.2% |
| 30D | +2.5% | +12.8% | -10.3% | +0.7% |
| 3M | -5.8% | +6.5% | -12.2% | -6.7% |
| 6M | -8.5% | -10.3% | +1.8% | -7.3% |
| YTD | +3.9% | +5.5% | -1.6% | +2.7% |
| 1Y | +3.7% | +15.8% | -12.1% | +1.1% |
| 3Y | +70.1% | +42.5% | +27.5% | +60.1% |
| 5Y | +53.2% | -14.3% | +67.5% | +53.9% |
| 10Y | +100.2% | +18.2% | +82.0% | +89.8% |
| All | +11,245.9% | +1,061.3% | +10,184.5% | +8,345.6% |
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 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