-53.1%
TE vs ENB
+83.7%
-136.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +0.9% |
| 7D | +0.2% | -4.7% | +4.9% | +1.7% |
| 30D | -5.9% | -5.9% | 0.0% | -4.2% |
| 3M | -45.6% | -14.2% | -31.3% | -43.3% |
| 6M | -43.4% | -8.6% | -34.8% | -42.3% |
| YTD | -31.0% | +3.9% | -34.9% | -33.1% |
| 1Y | +145.2% | +1.8% | +143.4% | +138.4% |
| 3Y | -24.1% | +68.5% | -92.5% | -38.8% |
| 5Y | -48.1% | +62.4% | -110.6% | -56.6% |
| All | -53.1% | +83.7% | -136.8% | -60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling