+285.0%
TSM vs ENB
+68.4%
+216.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | +4.8% | -0.3% | +5.1% | +4.9% |
| 30D | +4.0% | -1.1% | +5.1% | +4.3% |
| 3M | +2.0% | -8.5% | +10.4% | +4.4% |
| 6M | +25.5% | -4.5% | +30.0% | +26.4% |
| YTD | +44.0% | +9.1% | +34.9% | +37.4% |
| 1Y | +75.4% | +8.0% | +67.5% | +67.8% |
| 3Y | +406.7% | +77.8% | +328.9% | +281.5% |
| 5Y | +285.0% | +69.4% | +215.6% | +199.3% |
| All | +285.0% | +68.4% | +216.5% | +199.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling