-44.8%
TOST vs ENB
+63.4%
-108.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | +3.0% | -2.4% | +5.4% | +4.5% |
| 30D | +10.3% | +2.5% | +7.8% | +8.3% |
| 3M | -3.3% | -5.8% | +2.5% | +0.1% |
| 6M | +37.8% | -8.5% | +46.3% | +43.2% |
| YTD | -2.8% | +3.9% | -6.7% | -9.9% |
| 1Y | -9.6% | +3.7% | -13.3% | -16.2% |
| 3Y | +144.6% | +70.1% | +74.6% | +39.4% |
| 5Y | -31.0% | +53.2% | -84.2% | -58.6% |
| All | -44.8% | +63.4% | -108.2% | -70.6% |
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 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