+743.3%
ENTG vs TAP
-48.8%
+792.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -9.3% | -4.5% | -4.8% | -8.3% |
| 30D | -16.4% | +7.5% | -23.8% | -18.6% |
| 3M | -3.8% | -4.9% | +1.0% | -3.6% |
| 6M | -6.9% | -3.5% | -3.4% | -8.0% |
| YTD | +65.0% | -11.4% | +76.4% | +66.6% |
| 1Y | +61.7% | -10.8% | +72.5% | +62.5% |
| 3Y | +46.6% | -24.5% | +71.1% | +53.6% |
| 5Y | -2.7% | +2.5% | -5.1% | -8.8% |
| 10Y | +743.3% | -47.6% | +790.9% | +735.6% |
| All | +743.3% | -48.8% | +792.1% | +735.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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