+50,177.5%
TSCO vs ENB
+8,410.3%
+41,767.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +1.7% | -0.5% | +2.1% | +1.8% |
| 30D | +2.8% | -0.2% | +3.0% | +2.8% |
| 3M | +17.9% | -7.5% | +25.4% | +19.7% |
| 6M | -28.6% | -4.1% | -24.5% | -28.1% |
| YTD | -28.0% | +9.8% | -37.9% | -29.7% |
| 1Y | -39.9% | +8.7% | -48.5% | -41.1% |
| 3Y | -14.0% | +79.0% | -93.0% | -24.7% |
| 5Y | -2.9% | +69.1% | -72.0% | -14.2% |
| 10Y | +199.5% | +96.5% | +103.0% | +150.2% |
| All | +50,177.5% | +8,410.3% | +41,767.2% | +36,648.3% |
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