+110.6%
ENB vs TW
+301.3%
-190.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +3.1% | +3.9% | -0.8% | +2.2% |
| 30D | +2.1% | +19.9% | -17.8% | -2.2% |
| 3M | -4.4% | +25.9% | -30.4% | -9.7% |
| 6M | -10.1% | +21.1% | -31.2% | -14.6% |
| YTD | +5.2% | +23.9% | -18.7% | -1.4% |
| 1Y | +4.2% | +21.2% | -17.0% | -1.7% |
| 3Y | +70.1% | +44.8% | +25.3% | +49.6% |
| 5Y | +59.4% | +41.4% | +18.0% | +38.7% |
| All | +110.6% | +301.3% | -190.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling