+131.2%
TLT vs ENB
+1,933.7%
-1,802.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -0.6% | -2.2% | +1.7% | -0.8% |
| 3M | -2.7% | -10.5% | +7.8% | -3.7% |
| 6M | -5.6% | -5.1% | -0.6% | -6.0% |
| YTD | -2.8% | +9.0% | -11.7% | -1.9% |
| 1Y | -1.4% | +8.2% | -9.6% | -0.6% |
| 3Y | -1.6% | +67.8% | -69.3% | +3.7% |
| 5Y | -33.8% | +69.4% | -103.2% | -29.9% |
| 10Y | -21.1% | +117.5% | -138.7% | -12.1% |
| All | +131.2% | +1,933.7% | -1,802.5% | +210.7% |
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 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