+84.6%
TXN vs ENB
+58.6%
+26.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | +9.5% | +3.1% | +6.3% | +8.3% |
| 30D | +8.7% | +2.1% | +6.6% | +7.9% |
| 3M | +11.6% | -4.4% | +16.0% | +13.3% |
| 6M | +0.1% | -10.1% | +10.2% | +3.5% |
| YTD | +78.8% | +5.2% | +73.6% | +72.9% |
| 1Y | +91.2% | +4.2% | +87.0% | +85.4% |
| 3Y | +125.8% | +70.1% | +55.7% | +70.1% |
| All | +84.6% | +58.6% | +26.0% | +51.9% |
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 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