-19.1%
TE vs ENB
+76.5%
-95.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | +15.0% | -0.3% | +15.3% | +15.1% |
| 30D | -7.5% | -1.1% | -6.5% | -7.3% |
| 3M | -42.0% | -8.5% | -33.5% | -40.5% |
| 6M | -31.4% | -4.5% | -26.9% | -31.5% |
| YTD | -26.5% | +9.1% | -35.6% | -34.0% |
| 1Y | +153.1% | +8.0% | +145.1% | +126.0% |
| All | -19.1% | +76.5% | -95.6% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling