+97.2%
TFC vs ENB
+98.3%
-1.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.1% |
| 30D | -2.3% | -1.1% | -1.3% | -1.8% |
| 3M | +2.5% | -8.5% | +10.9% | +7.8% |
| 6M | +9.5% | -4.5% | +14.0% | +11.9% |
| YTD | +5.1% | +9.1% | -4.0% | -1.7% |
| 1Y | +15.5% | +8.0% | +7.5% | +8.6% |
| 3Y | +95.2% | +77.8% | +17.3% | +31.3% |
| 5Y | +14.5% | +69.4% | -54.9% | -21.0% |
| 10Y | +97.2% | +100.5% | -3.3% | +14.6% |
| All | +97.2% | +98.3% | -1.1% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling