-3.0%
TFC vs ENB
+46.5%
-49.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.5% |
| 7D | +1.2% | -5.2% | +6.4% | +4.2% |
| 30D | +8.3% | +2.2% | +6.2% | +7.0% |
| 3M | -5.2% | -8.1% | +2.9% | -0.9% |
| 6M | -0.8% | -11.2% | +10.4% | +5.4% |
| YTD | +3.4% | +2.0% | +1.4% | +0.2% |
| 1Y | +17.0% | +4.1% | +12.9% | +11.8% |
| 3Y | +86.2% | +64.7% | +21.4% | +25.1% |
| All | -3.0% | +46.5% | -49.5% | -31.9% |
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