+6,242.0%
TGT vs ENB
+11,799.4%
-5,557.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +12.2% | -2.2% | +14.4% | +12.7% |
| 3M | +33.8% | -10.5% | +44.3% | +37.0% |
| 6M | +39.3% | -5.1% | +44.4% | +40.6% |
| YTD | +72.9% | +9.0% | +63.9% | +69.1% |
| 1Y | +84.6% | +8.2% | +76.3% | +80.8% |
| 3Y | +46.2% | +67.8% | -21.5% | +29.4% |
| 5Y | -21.3% | +69.4% | -90.7% | -30.5% |
| 10Y | +213.5% | +117.5% | +96.0% | +155.4% |
| All | +6,242.0% | +11,799.4% | -5,557.4% | +3,317.8% |
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