+361.1%
TTD vs ENB
+103.3%
+257.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -4.6% | -0.3% | -4.3% | -4.4% |
| 30D | +3.7% | -1.1% | +4.7% | +4.1% |
| 3M | -30.2% | -8.5% | -21.8% | -27.1% |
| 6M | -51.4% | -4.5% | -46.9% | -50.6% |
| YTD | -63.4% | +9.1% | -72.5% | -65.8% |
| 1Y | -73.5% | +8.0% | -81.5% | -75.1% |
| 3Y | -83.5% | +77.8% | -161.3% | -88.7% |
| 5Y | -80.9% | +69.4% | -150.3% | -86.6% |
| All | +361.1% | +103.3% | +257.8% | +186.6% |
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 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