+181.2%
TSCO vs ENB
+92.6%
+88.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.3% |
| 7D | -5.7% | -4.7% | -1.0% | -4.4% |
| 30D | -8.8% | -5.9% | -2.9% | -7.2% |
| 3M | +6.3% | -14.2% | +20.6% | +10.8% |
| 6M | -32.3% | -8.6% | -23.7% | -30.8% |
| YTD | -32.7% | +3.9% | -36.6% | -33.7% |
| 1Y | -43.7% | +1.8% | -45.5% | -44.2% |
| 3Y | -19.7% | +68.5% | -88.2% | -31.6% |
| 5Y | -11.6% | +62.4% | -74.0% | -24.1% |
| All | +181.2% | +92.6% | +88.7% | +125.5% |
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