+412.3%
TTD vs ENB
+93.6%
+318.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +2.9% |
| 7D | +19.9% | -2.4% | +22.3% | +21.5% |
| 30D | +27.6% | +2.5% | +25.2% | +25.8% |
| 3M | +15.2% | -5.8% | +20.9% | +18.5% |
| 6M | -33.2% | -8.5% | -24.7% | -30.6% |
| YTD | -59.4% | +3.9% | -63.3% | -61.1% |
| 1Y | -64.4% | +3.7% | -68.0% | -65.8% |
| 3Y | -75.9% | +70.1% | -146.0% | -83.2% |
| 5Y | -82.6% | +53.2% | -135.8% | -87.0% |
| 10Y | +558.1% | +100.2% | +457.9% | +301.4% |
| All | +412.3% | +93.6% | +318.7% | +226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling