+379.1%
TPR vs ENB
+100.6%
+278.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.6% |
| 7D | +14.2% | -5.2% | +19.4% | +18.1% |
| 30D | +17.1% | +2.2% | +14.9% | +15.2% |
| 3M | -17.7% | -8.1% | -9.7% | -13.4% |
| 6M | -10.2% | -11.2% | +1.0% | -3.9% |
| YTD | +4.9% | +2.0% | +2.9% | +1.2% |
| 1Y | +36.1% | +4.1% | +32.1% | +29.5% |
| 3Y | +416.5% | +64.7% | +351.7% | +246.9% |
| 5Y | +254.8% | +46.6% | +208.2% | +157.8% |
| All | +379.1% | +100.6% | +278.5% | +169.0% |
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