+59.7%
TEM vs ENB
+61.0%
-1.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +3.2% | -0.5% | +3.7% | +3.5% |
| 30D | +23.5% | -0.2% | +23.7% | +23.1% |
| 3M | +32.3% | -7.5% | +39.8% | +37.1% |
| 6M | +23.0% | -4.1% | +27.2% | +23.8% |
| YTD | +8.9% | +9.8% | -0.9% | -3.7% |
| 1Y | -19.9% | +8.7% | -28.6% | -29.1% |
| All | +59.7% | +61.0% | -1.2% | -50.0% |
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