+77.2%
TGT vs ENB
+2.1%
+75.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.2% |
| 7D | -5.2% | -4.7% | -0.6% | -4.5% |
| 30D | +1.2% | -5.9% | +7.1% | +2.1% |
| 3M | +18.4% | -14.2% | +32.6% | +21.7% |
| 6M | +33.4% | -8.6% | +42.0% | +35.8% |
| YTD | +63.8% | +3.9% | +59.9% | +60.3% |
| 1Y | +77.2% | +1.8% | +75.4% | +74.0% |
| All | +77.2% | +2.1% | +75.1% | +74.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling