+275.3%
TMUS vs ENB
+592.2%
-317.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +2.0% |
| 7D | +3.6% | -5.2% | +8.8% | +6.1% |
| 30D | -3.4% | +2.2% | -5.5% | -4.4% |
| 3M | -9.5% | -8.1% | -1.4% | -6.1% |
| 6M | -15.2% | -11.2% | -4.0% | -10.8% |
| YTD | -18.9% | +2.0% | -20.9% | -20.1% |
| 1Y | -17.7% | +4.1% | -21.8% | -19.7% |
| 3Y | +15.6% | +64.7% | -49.1% | -9.5% |
| 5Y | +38.9% | +46.6% | -7.7% | +13.0% |
| 10Y | +245.3% | +102.7% | +142.6% | +123.9% |
| All | +275.3% | +592.2% | -317.0% | -6.7% |
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