+902.6%
TT vs ENB
+106.3%
+796.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -7.2% | -2.2% | -4.9% | -6.3% |
| 3M | -3.0% | -10.5% | +7.5% | +1.2% |
| 6M | +1.4% | -5.1% | +6.4% | +2.9% |
| YTD | +15.9% | +9.0% | +6.9% | +10.8% |
| 1Y | +9.4% | +8.2% | +1.2% | +4.7% |
| 3Y | +124.4% | +67.8% | +56.6% | +75.3% |
| 5Y | +138.0% | +69.4% | +68.6% | +83.8% |
| All | +902.6% | +106.3% | +796.2% | +563.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling