+320.5%
TMUS vs ENB
+639.5%
-319.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +5.3% | -2.2% | +7.5% | +6.3% |
| 3M | +3.1% | -10.5% | +13.6% | +8.4% |
| 6M | -16.5% | -5.1% | -11.4% | -14.6% |
| YTD | -9.2% | +9.0% | -18.1% | -13.0% |
| 1Y | -26.5% | +8.2% | -34.7% | -29.4% |
| 3Y | +39.0% | +67.8% | -28.7% | +7.9% |
| 5Y | +40.4% | +69.4% | -29.0% | +6.8% |
| 10Y | +303.7% | +117.5% | +186.2% | +152.7% |
| All | +320.5% | +639.5% | -319.0% | +1.6% |
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