+100.2%
ENB vs TXT
+103.6%
-3.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -2.4% | -1.1% | -1.4% | -2.1% |
| 30D | +2.5% | +17.1% | -14.6% | -2.8% |
| 3M | -5.8% | -2.6% | -3.1% | -5.3% |
| 6M | -8.5% | -4.6% | -3.9% | -7.9% |
| YTD | +3.9% | -0.3% | +4.2% | +2.4% |
| 1Y | +3.7% | +5.9% | -2.2% | 0.0% |
| 3Y | +70.1% | +14.4% | +55.7% | +55.3% |
| 5Y | +53.2% | +15.9% | +37.3% | +36.2% |
| 10Y | +100.2% | +99.6% | +0.6% | +38.3% |
| All | +100.2% | +103.6% | -3.4% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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