-80.6%
TTD vs ENB
+71.0%
-151.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.2% |
| 7D | +1.7% | -0.5% | +2.2% | +1.9% |
| 30D | +1.6% | -0.2% | +1.8% | +1.6% |
| 3M | -27.8% | -7.5% | -20.3% | -25.5% |
| 6M | -52.1% | -4.1% | -48.0% | -51.6% |
| YTD | -63.1% | +9.8% | -72.9% | -65.5% |
| 1Y | -73.1% | +8.7% | -81.7% | -74.7% |
| 3Y | -83.3% | +79.0% | -162.3% | -89.2% |
| 5Y | -80.6% | +69.1% | -149.7% | -87.4% |
| All | -80.6% | +71.0% | -151.6% | -87.4% |
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