-82.9%
TTD vs ENB
+79.0%
-161.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.3% |
| 7D | +6.3% | -0.2% | +6.6% | +6.4% |
| 30D | -23.9% | -2.2% | -21.7% | -23.7% |
| 3M | -31.4% | -10.5% | -20.9% | -30.5% |
| 6M | -42.7% | -5.1% | -37.6% | -42.5% |
| YTD | -62.0% | +9.0% | -70.9% | -63.1% |
| 1Y | -72.2% | +8.2% | -80.4% | -73.0% |
| All | -82.9% | +79.0% | -161.9% | -87.7% |
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