-45.7%
TOST vs ENB
+71.4%
-117.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.6% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -2.4% | -2.2% | -0.2% | -1.1% |
| 3M | +34.6% | -10.5% | +45.1% | +43.9% |
| 6M | +15.2% | -5.1% | +20.3% | +17.0% |
| YTD | -4.4% | +9.0% | -13.4% | -13.8% |
| 1Y | -17.4% | +8.2% | -25.6% | -25.4% |
| 3Y | +54.5% | +67.8% | -13.3% | -9.4% |
| All | -45.7% | +71.4% | -117.1% | -71.9% |
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