+239.9%
TMUS vs ENB
+108.4%
+131.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +11.3% | +1.4% | +9.9% | +10.7% |
| 3M | -2.9% | -5.2% | +2.3% | -1.2% |
| 6M | -10.5% | -9.9% | -0.6% | -7.3% |
| YTD | -14.4% | +4.7% | -19.1% | -16.0% |
| 1Y | -17.9% | +2.8% | -20.6% | -19.0% |
| 3Y | +21.9% | +71.3% | -49.4% | -0.3% |
| 5Y | +52.1% | +58.6% | -6.5% | +26.7% |
| All | +239.9% | +108.4% | +131.5% | +140.9% |
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