-45.4%
TE vs ENB
+68.4%
-113.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.5% |
| 7D | +15.0% | -0.3% | +15.3% | +15.3% |
| 30D | -7.5% | -1.1% | -6.5% | -7.0% |
| 3M | -42.0% | -8.5% | -33.5% | -39.5% |
| 6M | -31.4% | -4.5% | -26.9% | -31.0% |
| YTD | -26.5% | +9.1% | -35.6% | -34.7% |
| 1Y | +153.1% | +8.0% | +145.1% | +124.2% |
| 3Y | -20.7% | +77.8% | -98.5% | -58.9% |
| 5Y | -45.4% | +69.4% | -114.8% | -68.9% |
| All | -45.4% | +68.4% | -113.9% | -68.9% |
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