+128.4%
TLT vs ENB
+1,839.1%
-1,710.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -0.3% | -2.4% | +2.1% | -0.5% |
| 30D | +3.7% | +2.5% | +1.2% | +4.0% |
| 3M | -0.7% | -5.8% | +5.1% | -1.2% |
| 6M | -4.2% | -8.5% | +4.3% | -4.9% |
| YTD | -4.0% | +3.9% | -7.9% | -3.5% |
| 1Y | -5.8% | +3.7% | -9.5% | -5.4% |
| 3Y | +4.1% | +70.1% | -66.0% | +9.9% |
| 5Y | -34.8% | +53.2% | -88.0% | -31.6% |
| 10Y | -12.3% | +100.2% | -112.6% | -3.2% |
| All | +128.4% | +1,839.1% | -1,710.7% | +205.6% |
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