+108.0%
ENB vs TW
+206.7%
-98.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -4.7% | -4.5% | -0.2% | -3.6% |
| 30D | -5.9% | -2.3% | -3.6% | -5.4% |
| 3M | -14.2% | +2.6% | -16.8% | -15.3% |
| 6M | -8.6% | -17.5% | +9.0% | -4.8% |
| YTD | +3.9% | -5.3% | +9.2% | +4.0% |
| 1Y | +1.8% | -14.8% | +16.6% | +4.6% |
| 3Y | +68.5% | +18.8% | +49.7% | +54.6% |
| 5Y | +62.4% | +20.7% | +41.7% | +44.8% |
| All | +108.0% | +206.7% | -98.7% | +35.4% |
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