+13,634.3%
TSM vs ENB
+3,776.5%
+9,857.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.2% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | +3.6% | -2.2% | +5.8% | +4.4% |
| 3M | -3.4% | -10.5% | +7.1% | +0.1% |
| 6M | +20.6% | -5.1% | +25.7% | +22.1% |
| YTD | +41.9% | +9.0% | +32.9% | +36.2% |
| 1Y | +84.4% | +8.2% | +76.2% | +77.2% |
| 3Y | +380.2% | +67.8% | +312.5% | +287.8% |
| 5Y | +275.3% | +69.4% | +206.0% | +200.6% |
| 10Y | +1,751.4% | +117.5% | +1,633.9% | +1,194.3% |
| All | +13,634.3% | +3,776.5% | +9,857.8% | +4,703.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling