+126.1%
TDG vs ENB
+61.9%
+64.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +4.0% | +1.8% |
| 7D | -2.7% | -4.6% | +1.9% | -0.7% |
| 30D | -9.3% | -5.2% | -4.1% | -7.2% |
| 3M | -7.1% | -13.4% | +6.3% | -1.3% |
| 6M | -11.2% | -7.8% | -3.3% | -8.7% |
| YTD | -15.3% | +4.9% | -20.2% | -18.9% |
| 1Y | -12.5% | +3.2% | -15.7% | -15.6% |
| 3Y | +51.2% | +71.0% | -19.8% | +6.0% |
| 5Y | +126.1% | +64.0% | +62.1% | +65.5% |
| All | +126.1% | +61.9% | +64.2% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling