+79.6%
TSM vs ENB
+8.5%
+71.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.5% |
| 7D | +6.0% | -0.5% | +6.5% | +5.9% |
| 30D | +4.5% | -0.2% | +4.7% | +4.5% |
| 3M | +3.1% | -7.5% | +10.6% | +1.8% |
| 6M | +30.2% | -4.1% | +34.3% | +28.6% |
| YTD | +45.2% | +9.8% | +35.4% | +42.7% |
| 1Y | +79.6% | +8.7% | +70.9% | +80.1% |
| All | +79.6% | +8.5% | +71.1% | +80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling