-16.9%
TPR vs ENB
-7.0%
-9.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.4% | +7.0% |
| 7D | +13.9% | -2.4% | +16.2% | +13.8% |
| 30D | +14.9% | +3.4% | +11.5% | +14.7% |
| All | -16.9% | -7.0% | -9.9% | -17.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling