-83.3%
TTD vs ENB
+63.8%
-147.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.5% | +1.0% |
| 7D | +5.2% | -5.2% | +10.4% | +5.4% |
| 30D | +6.9% | +2.2% | +4.8% | +6.8% |
| 3M | -26.8% | -8.1% | -18.8% | -26.5% |
| 6M | -46.1% | -11.2% | -35.0% | -45.9% |
| YTD | -65.9% | +2.0% | -67.9% | -66.6% |
| 1Y | -71.8% | +4.1% | -75.9% | -72.5% |
| 3Y | -83.3% | +64.7% | -148.1% | -87.1% |
| All | -83.3% | +63.8% | -147.1% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling