+15,818.7%
TT vs ENB
+11,799.4%
+4,019.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -7.4% | -2.2% | -5.1% | -6.7% |
| 3M | -3.2% | -10.5% | +7.3% | +0.1% |
| 6M | +1.1% | -5.1% | +6.2% | +2.4% |
| YTD | +15.6% | +9.0% | +6.7% | +11.8% |
| 1Y | +9.2% | +8.2% | +1.0% | +5.7% |
| 3Y | +124.4% | +67.8% | +56.6% | +86.4% |
| 5Y | +138.0% | +69.4% | +68.6% | +96.3% |
| 10Y | +886.4% | +117.5% | +768.9% | +626.4% |
| All | +15,818.7% | +11,799.4% | +4,019.3% | +7,286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling