+126.2%
ENB vs TXG
+21.5%
+104.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.5% |
| 7D | -0.5% | +9.4% | -9.8% | -1.0% |
| 30D | -0.2% | +26.1% | -26.3% | -1.7% |
| 3M | -7.5% | +124.8% | -132.3% | -12.3% |
| 6M | -4.1% | +215.2% | -219.4% | -11.4% |
| YTD | +9.8% | +302.2% | -292.4% | -0.4% |
| 1Y | +8.7% | +370.9% | -362.2% | -3.1% |
| 3Y | +79.0% | +38.5% | +40.5% | +72.8% |
| 5Y | +69.1% | -64.4% | +133.5% | +77.6% |
| All | +126.2% | +21.5% | +104.7% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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