-80.5%
TE vs ENB
+86.0%
-166.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.2% |
| 7D | -19.1% | +3.1% | -22.2% | -19.8% |
| 30D | -34.1% | +2.1% | -36.3% | -34.6% |
| 3M | -60.1% | -4.4% | -55.7% | -59.6% |
| 6M | -66.0% | -10.1% | -55.9% | -65.1% |
| YTD | -71.4% | +5.2% | -76.6% | -72.4% |
| 1Y | -45.3% | +4.2% | -49.5% | -47.1% |
| 3Y | +9.1% | +70.1% | -60.9% | -12.5% |
| 5Y | -82.6% | +59.4% | -142.0% | -85.5% |
| All | -80.5% | +86.0% | -166.5% | -83.8% |
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