+290.8%
TMUS vs ENB
+599.8%
-309.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.6% |
| 7D | +5.3% | -3.7% | +9.0% | +7.1% |
| 30D | +13.5% | +1.7% | +11.8% | +12.6% |
| 3M | -4.2% | -6.3% | +2.1% | -1.5% |
| 6M | -11.9% | -9.2% | -2.7% | -8.2% |
| YTD | -15.6% | +3.1% | -18.7% | -17.2% |
| 1Y | -16.8% | +3.4% | -20.1% | -18.5% |
| 3Y | +20.8% | +68.9% | -48.1% | -6.5% |
| 5Y | +48.0% | +51.7% | -3.7% | +18.5% |
| 10Y | +234.7% | +98.3% | +136.4% | +120.0% |
| All | +290.8% | +599.8% | -309.0% | -3.3% |
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