+80.9%
TFC vs ENB
+99.3%
-18.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | +1.7% | -2.4% | +4.1% | +3.2% |
| 30D | +9.0% | +2.5% | +6.5% | +7.3% |
| 3M | -2.1% | -5.8% | +3.7% | +1.2% |
| 6M | +3.4% | -8.5% | +11.9% | +8.4% |
| YTD | +5.3% | +3.9% | +1.4% | +1.2% |
| 1Y | +16.2% | +3.7% | +12.5% | +11.7% |
| 3Y | +94.8% | +70.1% | +24.7% | +34.0% |
| 5Y | -0.7% | +53.2% | -53.9% | -27.3% |
| 10Y | +80.9% | +100.2% | -19.3% | +5.6% |
| All | +80.9% | +99.3% | -18.4% | +5.6% |
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