+1,598.5%
TSM vs ENB
+99.3%
+1,499.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +1.7% |
| 7D | -2.1% | -2.4% | +0.4% | -1.2% |
| 30D | -12.5% | +2.5% | -15.0% | -13.4% |
| 3M | -5.0% | -5.8% | +0.8% | -3.1% |
| 6M | -3.2% | -8.5% | +5.3% | -0.7% |
| YTD | +31.5% | +3.9% | +27.6% | +27.8% |
| 1Y | +35.7% | +3.7% | +32.0% | +31.9% |
| 3Y | +323.5% | +70.1% | +253.4% | +232.2% |
| 5Y | +263.4% | +53.2% | +210.2% | +196.4% |
| 10Y | +1,598.5% | +100.2% | +1,498.3% | +1,079.8% |
| All | +1,598.5% | +99.3% | +1,499.3% | +1,079.8% |
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