+383.3%
TPR vs ENB
+99.3%
+284.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | +12.1% | -2.4% | +14.5% | +13.8% |
| 30D | +16.7% | +2.5% | +14.2% | +14.6% |
| 3M | -17.4% | -5.8% | -11.6% | -14.4% |
| 6M | +2.3% | -8.5% | +10.8% | +7.2% |
| YTD | +7.1% | +3.9% | +3.2% | +2.2% |
| 1Y | +29.5% | +3.7% | +25.8% | +23.6% |
| 3Y | +415.0% | +70.1% | +345.0% | +238.5% |
| 5Y | +261.5% | +53.2% | +208.3% | +154.7% |
| 10Y | +383.3% | +100.2% | +283.1% | +168.3% |
| All | +383.3% | +99.3% | +284.1% | +168.3% |
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