+15.6%
TFC vs ENB
+71.0%
-55.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | +2.2% | -0.5% | +2.7% | +2.5% |
| 30D | -2.5% | -0.2% | -2.3% | -2.4% |
| 3M | +4.5% | -7.5% | +12.1% | +9.0% |
| 6M | +11.0% | -4.1% | +15.1% | +13.0% |
| YTD | +5.9% | +9.8% | -3.9% | -1.4% |
| 1Y | +14.6% | +8.7% | +5.9% | +7.2% |
| 3Y | +96.7% | +79.0% | +17.7% | +25.8% |
| 5Y | +15.6% | +69.1% | -53.5% | -27.4% |
| All | +15.6% | +71.0% | -55.5% | -27.4% |
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