+1,197.2%
ENTG vs TAP
+122.5%
+1,074.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.3% | +6.2% |
| 7D | +2.8% | -2.3% | +5.1% | +3.6% |
| 30D | -4.7% | -2.1% | -2.5% | -4.2% |
| 3M | -0.7% | +6.6% | -7.3% | -4.3% |
| 6M | +7.7% | -11.5% | +19.2% | +10.5% |
| YTD | +65.1% | -10.3% | +75.3% | +67.8% |
| 1Y | +74.8% | -14.4% | +89.2% | +79.6% |
| 3Y | +36.9% | -28.3% | +65.2% | +48.0% |
| 5Y | +16.1% | +1.7% | +14.4% | +8.7% |
| 10Y | +740.3% | -49.2% | +789.6% | +849.4% |
| All | +1,197.2% | +122.5% | +1,074.7% | +774.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling