+2,624.8%
TFC vs ENB
+11,245.8%
-8,621.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +1.7% | -2.4% | +4.1% | +2.6% |
| 30D | +9.0% | +2.5% | +6.5% | +8.0% |
| 3M | -2.1% | -5.8% | +3.7% | -0.1% |
| 6M | +3.4% | -8.5% | +11.9% | +6.4% |
| YTD | +5.3% | +3.9% | +1.4% | +3.1% |
| 1Y | +16.2% | +3.7% | +12.5% | +13.8% |
| 3Y | +94.8% | +70.1% | +24.7% | +58.6% |
| 5Y | -0.7% | +53.2% | -53.9% | -15.9% |
| 10Y | +80.9% | +100.2% | -19.3% | +38.3% |
| All | +2,624.8% | +11,245.8% | -8,621.0% | +1,272.8% |
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