+1,502.2%
TSM vs ENB
+99.8%
+1,402.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | -2.5% | -3.7% | +1.1% | -1.2% |
| 30D | -14.3% | +1.7% | -16.0% | -14.9% |
| 3M | -7.2% | -6.3% | -0.9% | -5.2% |
| 6M | -5.1% | -9.2% | +4.1% | -2.4% |
| YTD | +28.9% | +3.1% | +25.8% | +25.6% |
| 1Y | +37.1% | +3.4% | +33.7% | +33.3% |
| 3Y | +341.5% | +68.9% | +272.5% | +247.1% |
| 5Y | +245.7% | +51.7% | +194.0% | +182.9% |
| 10Y | +1,502.2% | +98.3% | +1,403.9% | +1,015.5% |
| All | +1,502.2% | +99.8% | +1,402.5% | +1,015.5% |
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