+6,411.5%
TRV vs ENB
+11,892.0%
-5,480.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -4.9% | -0.2% | -4.6% | -4.8% |
| 3M | +23.7% | -7.5% | +31.3% | +26.4% |
| 6M | +20.3% | -4.1% | +24.4% | +21.5% |
| YTD | +27.1% | +9.8% | +17.2% | +23.2% |
| 1Y | +35.3% | +8.7% | +26.6% | +31.6% |
| 3Y | +139.8% | +79.0% | +60.8% | +101.5% |
| 5Y | +153.9% | +69.1% | +84.8% | +115.7% |
| 10Y | +285.9% | +96.5% | +189.4% | +206.1% |
| All | +6,411.5% | +11,892.0% | -5,480.5% | +3,000.2% |
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 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