+330.4%
TSM vs ENB
+72.2%
+258.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | +6.2% | +3.1% | +3.1% | +6.1% |
| 30D | -7.3% | +2.1% | -9.4% | -7.3% |
| 3M | -7.1% | -4.4% | -2.7% | -6.9% |
| 6M | +0.2% | -10.1% | +10.3% | +0.6% |
| YTD | +32.2% | +5.2% | +27.1% | +29.3% |
| 1Y | +42.8% | +4.2% | +38.5% | +39.9% |
| 3Y | +330.4% | +70.1% | +260.3% | +296.3% |
| All | +330.4% | +72.2% | +258.2% | +296.3% |
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 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