+397.0%
TSM vs ENB
+79.0%
+318.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +2.9% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +3.6% | -2.2% | +5.8% | +3.8% |
| 3M | -3.4% | -10.5% | +7.1% | -2.4% |
| 6M | +20.6% | -5.1% | +25.7% | +20.6% |
| YTD | +41.9% | +9.0% | +32.9% | +38.0% |
| 1Y | +84.4% | +8.2% | +76.2% | +79.5% |
| All | +397.0% | +79.0% | +318.0% | +323.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling