+379.4%
TTD vs ENB
+103.1%
+276.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.9% |
| 7D | +6.3% | -0.2% | +6.6% | +6.5% |
| 30D | -23.9% | -2.2% | -21.7% | -22.9% |
| 3M | -31.4% | -10.5% | -20.9% | -27.4% |
| 6M | -42.7% | -5.1% | -37.6% | -41.6% |
| YTD | -62.0% | +9.0% | -70.9% | -64.4% |
| 1Y | -72.2% | +8.2% | -80.4% | -73.9% |
| 3Y | -81.9% | +67.8% | -149.7% | -87.3% |
| 5Y | -81.5% | +69.4% | -150.9% | -87.0% |
| All | +379.4% | +103.1% | +276.3% | +198.2% |
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