-80.8%
TE vs ENB
+53.8%
-134.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.7% |
| 7D | -22.0% | -1.8% | -20.2% | -21.0% |
| 30D | -33.6% | +2.0% | -35.7% | -34.6% |
| 3M | -61.1% | -5.8% | -55.2% | -59.6% |
| 6M | -64.7% | -9.7% | -55.1% | -63.0% |
| YTD | -68.1% | +4.2% | -72.3% | -71.0% |
| 1Y | -51.7% | +3.2% | -54.9% | -55.8% |
| 3Y | +42.0% | +70.6% | -28.6% | -27.0% |
| 5Y | -80.8% | +55.1% | -136.0% | -88.0% |
| All | -80.8% | +53.8% | -134.6% | -88.0% |
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