-53.2%
TE vs ENB
+92.7%
-145.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -4.0% | -0.2% | -3.7% | -3.9% |
| 30D | -15.9% | -2.2% | -13.7% | -15.4% |
| 3M | -60.5% | -10.5% | -50.0% | -59.4% |
| 6M | -35.2% | -5.1% | -30.1% | -34.8% |
| YTD | -31.1% | +9.0% | -40.1% | -34.3% |
| 1Y | +148.6% | +8.2% | +140.4% | +136.9% |
| 3Y | -26.4% | +67.8% | -94.2% | -40.7% |
| 5Y | -48.0% | +69.4% | -117.4% | -57.2% |
| All | -53.2% | +92.7% | -145.8% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling