+20,427.4%
TXN vs ENB
+11,892.0%
+8,535.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | -9.5% | -0.2% | -9.3% | -9.5% |
| 3M | -10.5% | -7.5% | -3.0% | -8.9% |
| 6M | +35.4% | -4.1% | +39.5% | +36.5% |
| YTD | +51.8% | +9.8% | +41.9% | +47.3% |
| 1Y | +42.9% | +8.7% | +34.3% | +39.1% |
| 3Y | +71.3% | +79.0% | -7.7% | +44.8% |
| 5Y | +58.0% | +69.1% | -11.1% | +35.3% |
| 10Y | +393.3% | +96.5% | +296.8% | +295.2% |
| All | +20,427.4% | +11,892.0% | +8,535.4% | +11,260.9% |
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 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