+396.5%
TTMI vs ENB
+109.5%
+287.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | +11.4% | +3.1% | +8.3% | +9.8% |
| 30D | -28.3% | +2.1% | -30.4% | -29.1% |
| 3M | -46.7% | -4.4% | -42.2% | -45.7% |
| 6M | -56.1% | -10.1% | -46.1% | -54.2% |
| YTD | +7.4% | +5.2% | +2.2% | +3.9% |
| 1Y | +17.4% | +4.2% | +13.2% | +14.0% |
| 3Y | +429.1% | +70.1% | +359.1% | +294.2% |
| 5Y | +418.8% | +59.4% | +359.4% | +299.5% |
| All | +396.5% | +109.5% | +287.1% | +236.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling