-11.8%
TDG vs ENB
+2.1%
-13.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.1% |
| 7D | -1.9% | -4.7% | +2.8% | -2.4% |
| 30D | -7.7% | -5.9% | -1.8% | -8.3% |
| 3M | -9.3% | -14.2% | +4.9% | -11.1% |
| 6M | -9.4% | -8.6% | -0.8% | -10.3% |
| YTD | -14.3% | +3.9% | -18.1% | -14.0% |
| 1Y | -11.8% | +1.8% | -13.6% | -10.9% |
| All | -11.8% | +2.1% | -13.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling