+51.8%
TMUS vs ENB
+58.6%
-6.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +4.9% | +3.1% | +1.8% | +3.8% |
| 30D | +7.7% | +2.1% | +5.6% | +6.9% |
| 3M | -6.8% | -4.4% | -2.4% | -5.4% |
| 6M | -9.7% | -10.1% | +0.4% | -6.4% |
| YTD | -15.0% | +5.2% | -20.1% | -16.6% |
| 1Y | -19.1% | +4.2% | -23.4% | -20.5% |
| 3Y | +21.4% | +70.1% | -48.7% | +0.7% |
| All | +51.8% | +58.6% | -6.9% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling