+94.2%
TT vs ENB
+71.3%
+22.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +8.1% | 0.0% | +8.1% | +8.0% |
| 30D | -11.3% | +1.4% | -12.7% | -11.6% |
| 3M | -11.2% | -5.2% | -6.0% | -10.3% |
| 6M | -8.9% | -9.9% | +1.0% | -7.4% |
| YTD | +9.7% | +4.7% | +5.1% | +6.4% |
| 1Y | +1.3% | +2.8% | -1.5% | -1.3% |
| All | +94.2% | +71.3% | +22.9% | +69.5% |
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