+145.2%
TE vs ENB
+2.1%
+143.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | 0.0% |
| 7D | +0.2% | -4.7% | +4.9% | -3.5% |
| 30D | -5.9% | -5.9% | 0.0% | -10.1% |
| 3M | -45.6% | -14.2% | -31.3% | -50.7% |
| 6M | -43.4% | -8.6% | -34.8% | -46.4% |
| YTD | -31.0% | +3.9% | -34.9% | -29.4% |
| 1Y | +145.2% | +1.8% | +143.4% | +123.4% |
| All | +145.2% | +2.1% | +143.1% | +123.4% |
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