+42.4%
TEL vs ENB
+58.6%
-16.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +4.5% | +3.1% | +1.4% | +3.3% |
| 30D | +2.9% | +2.1% | +0.8% | +2.0% |
| 3M | +1.1% | -4.4% | +5.6% | +2.7% |
| 6M | +5.0% | -10.1% | +15.0% | +8.7% |
| YTD | -3.9% | +5.2% | -9.1% | -7.8% |
| 1Y | -7.4% | +4.2% | -11.7% | -10.9% |
| 3Y | +81.0% | +70.1% | +10.9% | +31.1% |
| All | +42.4% | +58.6% | -16.3% | +10.1% |
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