+750.6%
TT vs ENB
+99.8%
+650.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.2% |
| 7D | +1.7% | -3.7% | +5.4% | +3.3% |
| 30D | -11.8% | +1.7% | -13.5% | -12.5% |
| 3M | -12.6% | -6.3% | -6.3% | -10.4% |
| 6M | -9.4% | -9.2% | -0.2% | -6.4% |
| YTD | +8.8% | +3.1% | +5.7% | +6.2% |
| 1Y | -2.5% | +3.4% | -5.9% | -5.1% |
| 3Y | +95.7% | +68.9% | +26.7% | +52.3% |
| 5Y | +135.7% | +51.7% | +84.0% | +90.7% |
| 10Y | +750.6% | +98.3% | +652.3% | +461.9% |
| All | +750.6% | +99.8% | +650.8% | +461.9% |
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 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