-34.3%
TLT vs ENB
+46.5%
-80.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | +0.1% | -5.2% | +5.3% | +0.5% |
| 30D | +6.2% | +2.2% | +4.0% | +6.0% |
| 3M | +0.1% | -8.1% | +8.1% | +0.7% |
| 6M | -3.0% | -11.2% | +8.2% | -2.1% |
| YTD | -2.7% | +2.0% | -4.7% | -3.2% |
| 1Y | -4.8% | +4.1% | -8.9% | -5.5% |
| 3Y | +6.9% | +64.7% | -57.8% | +2.4% |
| All | -34.3% | +46.5% | -80.8% | -36.7% |
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