-29.5%
TOST vs ENB
+53.8%
-83.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -3.6% | -1.8% | -1.8% | -2.5% |
| 30D | +8.9% | +2.0% | +6.8% | +7.2% |
| 3M | -2.2% | -5.8% | +3.6% | +1.2% |
| 6M | +41.0% | -9.7% | +50.6% | +48.2% |
| YTD | -4.0% | +4.2% | -8.2% | -11.4% |
| 1Y | -9.6% | +3.2% | -12.8% | -16.0% |
| 3Y | +141.7% | +70.6% | +71.1% | +35.3% |
| 5Y | -29.5% | +55.1% | -84.6% | -54.5% |
| All | -29.5% | +53.8% | -83.3% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling