+2,700.2%
TFC vs ENB
+11,799.4%
-9,099.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.4% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -1.3% | -2.2% | +0.9% | -0.5% |
| 3M | +6.1% | -10.5% | +16.6% | +10.3% |
| 6M | +7.3% | -5.1% | +12.4% | +9.1% |
| YTD | +8.2% | +9.0% | -0.8% | +4.3% |
| 1Y | +14.4% | +8.2% | +6.2% | +10.5% |
| 3Y | +93.7% | +67.8% | +26.0% | +58.7% |
| 5Y | +16.4% | +69.4% | -53.0% | -4.7% |
| 10Y | +101.6% | +117.5% | -16.0% | +49.9% |
| All | +2,700.2% | +11,799.4% | -9,099.2% | +1,288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling