-25.6%
TGT vs ENB
+61.9%
-87.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +0.5% |
| 7D | -5.0% | -4.6% | -0.5% | -3.1% |
| 30D | +3.0% | -5.2% | +8.3% | +5.3% |
| 3M | +22.6% | -13.4% | +36.0% | +30.3% |
| 6M | +31.2% | -7.8% | +39.0% | +35.2% |
| YTD | +63.7% | +4.9% | +58.8% | +58.2% |
| 1Y | +78.5% | +3.2% | +75.2% | +73.8% |
| 3Y | +40.5% | +71.0% | -30.5% | +2.2% |
| 5Y | -25.6% | +64.0% | -89.6% | -42.7% |
| All | -25.6% | +61.9% | -87.5% | -42.7% |
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