+8,131.0%
TMO vs ENB
+11,813.6%
-3,682.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +1.0% | -1.1% | +2.1% | +1.2% |
| 3M | +22.7% | -8.5% | +31.2% | +25.1% |
| 6M | +19.0% | -4.5% | +23.6% | +20.0% |
| YTD | +4.7% | +9.1% | -4.4% | +2.1% |
| 1Y | +26.0% | +8.0% | +18.1% | +23.0% |
| 3Y | +18.0% | +77.8% | -59.8% | +1.7% |
| 5Y | +8.0% | +69.4% | -61.4% | -6.0% |
| 10Y | +333.8% | +100.5% | +233.3% | +250.7% |
| All | +8,131.0% | +11,813.6% | -3,682.6% | +4,598.8% |
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