-10.3%
TSCO vs ENB
+61.9%
-72.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.1% |
| 7D | -3.1% | -4.6% | +1.4% | -1.6% |
| 30D | -4.4% | -5.2% | +0.9% | -2.7% |
| 3M | +9.7% | -13.4% | +23.1% | +14.9% |
| 6M | -32.4% | -7.8% | -24.6% | -30.9% |
| YTD | -31.7% | +4.9% | -36.5% | -33.3% |
| 1Y | -41.3% | +3.2% | -44.5% | -42.4% |
| 3Y | -18.3% | +71.0% | -89.3% | -34.6% |
| 5Y | -10.3% | +64.0% | -74.2% | -23.9% |
| All | -10.3% | +61.9% | -72.2% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling