+873.0%
TTMI vs ENB
+76.5%
+796.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.7% |
| 7D | +7.5% | -0.3% | +7.8% | +7.6% |
| 30D | -4.5% | -1.1% | -3.4% | -4.1% |
| 3M | -28.5% | -8.5% | -20.1% | -26.3% |
| 6M | +28.4% | -4.5% | +32.9% | +30.0% |
| YTD | +80.1% | +9.1% | +71.0% | +74.4% |
| 1Y | +161.0% | +8.0% | +153.1% | +153.6% |
| All | +873.0% | +76.5% | +796.5% | +544.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling