+7,105.1%
TRV vs ENB
+11,386.8%
-4,281.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.0% | +3.1% | -1.1% | +1.1% |
| 30D | +6.7% | +2.1% | +4.6% | +6.1% |
| 3M | +9.4% | -4.4% | +13.8% | +10.7% |
| 6M | +37.7% | -10.1% | +47.8% | +41.7% |
| YTD | +40.6% | +5.2% | +35.4% | +38.0% |
| 1Y | +42.4% | +4.2% | +38.2% | +40.1% |
| 3Y | +148.1% | +70.1% | +78.0% | +111.5% |
| 5Y | +181.7% | +59.4% | +122.3% | +143.4% |
| 10Y | +352.6% | +109.5% | +243.1% | +254.2% |
| All | +7,105.1% | +11,386.8% | -4,281.8% | +3,371.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling