-44.4%
TOST vs ENB
+62.2%
-106.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.4% |
| 7D | +4.0% | -3.7% | +7.7% | +6.5% |
| 30D | +11.1% | +1.7% | +9.3% | +9.6% |
| 3M | +0.8% | -6.3% | +7.1% | +4.7% |
| 6M | +38.8% | -9.2% | +48.0% | +45.0% |
| YTD | -2.1% | +3.1% | -5.2% | -8.8% |
| 1Y | -6.0% | +3.4% | -9.4% | -12.9% |
| 3Y | +149.8% | +68.9% | +80.9% | +42.9% |
| 5Y | -42.8% | +51.7% | -94.5% | -65.5% |
| All | -44.4% | +62.2% | -106.6% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling