+508.5%
TTD vs ENB
+109.5%
+399.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +21.3% | +3.1% | +18.1% | +19.4% |
| 30D | +28.7% | +2.1% | +26.6% | +27.1% |
| 3M | +7.7% | -4.4% | +12.1% | +10.0% |
| 6M | -23.5% | -10.1% | -13.4% | -19.6% |
| YTD | -58.7% | +5.2% | -63.9% | -60.7% |
| 1Y | -63.4% | +4.2% | -67.7% | -65.0% |
| 3Y | -75.3% | +70.1% | -145.4% | -82.9% |
| 5Y | -84.4% | +59.4% | -143.8% | -88.6% |
| All | +508.5% | +109.5% | +399.0% | +267.1% |
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