+146.0%
TT vs ENB
+69.5%
+76.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.4% |
| 3M | -3.0% | -10.5% | +7.5% | +0.8% |
| 6M | +1.4% | -5.1% | +6.4% | +2.6% |
| YTD | +15.9% | +9.0% | +6.9% | +10.6% |
| 1Y | +9.4% | +8.2% | +1.2% | +4.6% |
| 3Y | +124.4% | +67.8% | +56.6% | +73.9% |
| All | +146.0% | +69.5% | +76.5% | +87.3% |
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