-25.8%
TE vs ENB
+9.4%
-35.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.7% |
| 7D | +3.8% | +0.5% | +3.3% | +4.1% |
| 30D | -26.2% | +6.0% | -32.2% | -23.1% |
| 3M | -49.7% | -7.4% | -42.3% | -51.8% |
| 6M | -46.5% | -8.5% | -38.0% | -48.8% |
| YTD | -59.1% | +6.1% | -65.2% | -60.3% |
| 1Y | -25.8% | +9.4% | -35.2% | -29.1% |
| All | -25.8% | +9.4% | -35.2% | -29.1% |
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