+299.4%
TPR vs ENB
+67.6%
+231.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -23.0% | -2.2% | -20.7% | -22.5% |
| 3M | -12.5% | -10.5% | -2.0% | -10.0% |
| 6M | -21.4% | -5.1% | -16.4% | -20.8% |
| YTD | -3.5% | +9.0% | -12.5% | -7.3% |
| 1Y | +17.4% | +8.2% | +9.1% | +13.0% |
| All | +299.4% | +67.6% | +231.9% | +204.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling