-63.4%
TTD vs ENB
+1.7%
-65.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.1% |
| 7D | +21.3% | +1.7% | +19.6% | +21.7% |
| 30D | +28.7% | +0.7% | +28.1% | +29.0% |
| 3M | +7.7% | -5.8% | +13.5% | +6.0% |
| 6M | -23.5% | -11.3% | -12.2% | -25.8% |
| YTD | -58.7% | +3.7% | -62.4% | -57.9% |
| 1Y | -63.4% | +2.8% | -66.2% | -62.6% |
| All | -63.4% | +1.7% | -65.1% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling