+344.9%
TRV vs ENB
+109.5%
+235.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +2.0% | +3.1% | -1.1% | +0.7% |
| 30D | +6.7% | +2.1% | +4.6% | +5.8% |
| 3M | +9.4% | -4.4% | +13.8% | +11.3% |
| 6M | +37.7% | -10.1% | +47.8% | +43.5% |
| YTD | +40.6% | +5.2% | +35.4% | +36.5% |
| 1Y | +42.4% | +4.2% | +38.2% | +38.8% |
| 3Y | +148.1% | +70.1% | +78.0% | +95.0% |
| 5Y | +181.7% | +59.4% | +122.3% | +125.0% |
| All | +344.9% | +109.5% | +235.4% | +201.2% |
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