+782.9%
ENTG vs TCOM
-9.8%
+792.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.9% |
| 7D | +1.2% | -4.9% | +6.1% | +2.7% |
| 30D | -12.9% | -14.4% | +1.5% | -9.0% |
| 3M | -3.1% | -17.7% | +14.6% | +1.4% |
| 6M | +21.0% | -25.1% | +46.1% | +30.4% |
| YTD | +67.0% | -45.7% | +112.7% | +96.6% |
| 1Y | +68.6% | -47.9% | +116.5% | +101.1% |
| 3Y | +48.6% | +8.9% | +39.7% | +36.5% |
| 5Y | +18.6% | +26.9% | -8.2% | -3.8% |
| All | +782.9% | -9.8% | +792.7% | +649.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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