-7.0%
TLT vs ENB
+3.2%
-10.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -3.1% | +3.1% | -6.2% | -3.2% |
| 30D | +1.0% | +2.1% | -1.1% | +1.0% |
| 3M | -2.7% | -4.4% | +1.7% | -2.8% |
| 6M | -4.1% | -10.1% | +5.9% | -4.1% |
| YTD | -5.4% | +5.2% | -10.5% | -5.2% |
| 1Y | -7.0% | +4.2% | -11.3% | -7.1% |
| All | -7.0% | +3.2% | -10.2% | -7.1% |
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