+328.6%
TMO vs ENB
+92.6%
+236.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -0.6% | -4.7% | +4.0% | +0.6% |
| 30D | +1.1% | -5.9% | +7.0% | +2.8% |
| 3M | +28.3% | -14.2% | +42.6% | +33.8% |
| 6M | +23.3% | -8.6% | +31.8% | +25.9% |
| YTD | +5.5% | +3.9% | +1.6% | +3.5% |
| 1Y | +24.5% | +1.8% | +22.7% | +22.9% |
| 3Y | +19.6% | +68.5% | -48.9% | +0.4% |
| 5Y | +8.1% | +62.4% | -54.3% | -8.1% |
| All | +328.6% | +92.6% | +236.1% | +229.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling