+341.5%
TSM vs ENB
+67.2%
+274.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.5% |
| 7D | -2.5% | -3.7% | +1.1% | -2.4% |
| 30D | -14.3% | +1.7% | -16.0% | -14.3% |
| 3M | -7.2% | -6.3% | -0.9% | -7.0% |
| 6M | -5.1% | -9.2% | +4.1% | -5.1% |
| YTD | +28.9% | +3.1% | +25.8% | +26.2% |
| 1Y | +37.1% | +3.4% | +33.7% | +34.1% |
| 3Y | +341.5% | +68.9% | +272.5% | +314.1% |
| All | +341.5% | +67.2% | +274.2% | +314.1% |
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 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