-11.8%
ENTG vs TAP
+2.0%
-13.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.2% |
| 7D | -17.1% | +0.5% | -17.6% | -17.3% |
| 30D | -23.0% | +9.1% | -32.1% | -24.6% |
| 3M | -10.2% | -3.8% | -6.4% | -10.0% |
| 6M | -17.8% | -3.4% | -14.3% | -18.1% |
| YTD | +52.4% | -10.6% | +63.0% | +54.5% |
| 1Y | +49.8% | -4.4% | +54.2% | +47.7% |
| 3Y | +42.1% | -24.4% | +66.5% | +50.9% |
| All | -11.8% | +2.0% | -13.8% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling