-44.5%
TOST vs ENB
+65.4%
-110.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.1% |
| 7D | 0.0% | +3.1% | -3.1% | -1.9% |
| 30D | +16.2% | +2.1% | +14.1% | +14.4% |
| 3M | -1.5% | -4.4% | +2.9% | +1.0% |
| 6M | +55.3% | -10.1% | +65.4% | +63.9% |
| YTD | -2.3% | +5.2% | -7.5% | -10.2% |
| 1Y | -5.5% | +4.2% | -9.8% | -12.6% |
| 3Y | +151.1% | +70.1% | +81.0% | +43.7% |
| 5Y | -27.9% | +59.4% | -87.3% | -57.4% |
| All | -44.5% | +65.4% | -110.0% | -70.7% |
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 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