+73.8%
TFC vs ENB
+106.5%
-32.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | +1.2% | +1.7% | -0.5% | +0.2% |
| 30D | +9.7% | +0.7% | +9.0% | +9.1% |
| 3M | -4.8% | -5.8% | +1.0% | -1.5% |
| 6M | +8.4% | -11.3% | +19.8% | +16.1% |
| YTD | +4.7% | +3.7% | +1.0% | +0.7% |
| 1Y | +15.0% | +2.8% | +12.2% | +11.1% |
| 3Y | +93.9% | +67.7% | +26.3% | +34.3% |
| 5Y | +0.6% | +57.1% | -56.5% | -27.7% |
| All | +73.8% | +106.5% | -32.7% | +1.5% |
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 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