+132.3%
TT vs ENB
+58.6%
+73.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +4.0% | +3.1% | +0.9% | +2.9% |
| 30D | -11.3% | +2.1% | -13.4% | -12.1% |
| 3M | -12.3% | -4.4% | -7.9% | -11.0% |
| 6M | -10.8% | -10.1% | -0.8% | -7.9% |
| YTD | +8.2% | +5.2% | +3.0% | +4.3% |
| 1Y | +1.5% | +4.2% | -2.8% | -1.9% |
| 3Y | +91.5% | +70.1% | +21.4% | +45.7% |
| All | +132.3% | +58.6% | +73.7% | +86.0% |
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