-85.4%
TTD vs ENB
+46.5%
-131.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.5% | +2.1% |
| 7D | +5.2% | -5.2% | +10.4% | +7.8% |
| 30D | +6.9% | +2.2% | +4.8% | +5.6% |
| 3M | -26.8% | -8.1% | -18.8% | -24.0% |
| 6M | -46.1% | -11.2% | -35.0% | -43.5% |
| YTD | -65.9% | +2.0% | -67.9% | -67.3% |
| 1Y | -71.8% | +4.1% | -75.9% | -73.4% |
| 3Y | -83.3% | +64.7% | -148.1% | -89.2% |
| All | -85.4% | +46.5% | -131.9% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling