+61.7%
ENTG vs TAP
-9.9%
+71.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -0.9% |
| 7D | -9.3% | -4.5% | -4.8% | -11.2% |
| 30D | -16.4% | +7.5% | -23.8% | -12.6% |
| 3M | -3.8% | -4.9% | +1.0% | -3.3% |
| 6M | -6.9% | -3.5% | -3.4% | -4.2% |
| YTD | +65.0% | -11.4% | +76.4% | +72.5% |
| 1Y | +61.7% | -10.8% | +72.5% | +68.7% |
| All | +61.7% | -9.9% | +71.6% | +68.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling