-43.8%
TOST vs ENB
+64.6%
-108.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.3% |
| 7D | +11.6% | -2.4% | +14.0% | +13.3% |
| 30D | +16.2% | +3.4% | +12.9% | +13.5% |
| 3M | +1.0% | -6.1% | +7.1% | +4.8% |
| 6M | +23.2% | -10.0% | +33.2% | +29.9% |
| YTD | -1.0% | +4.7% | -5.6% | -8.7% |
| 1Y | -9.9% | +7.5% | -17.4% | -19.0% |
| 3Y | +101.0% | +69.1% | +31.9% | +15.5% |
| 5Y | -40.4% | +50.4% | -90.8% | -64.4% |
| All | -43.8% | +64.6% | -108.4% | -70.2% |
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