-17.1%
TMUS vs ENB
+3.8%
-20.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +8.2% | -1.8% | +9.9% | +8.8% |
| 30D | +13.4% | +2.0% | +11.3% | +12.5% |
| 3M | -3.0% | -5.8% | +2.8% | -1.1% |
| 6M | -8.8% | -9.7% | +0.9% | -5.3% |
| YTD | -13.8% | +4.2% | -18.1% | -12.8% |
| 1Y | -17.1% | +3.2% | -20.3% | -16.2% |
| All | -17.1% | +3.8% | -20.9% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling