+1,113.4%
ENTG vs TCOM
+2,694.8%
-1,581.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.0% | +6.4% |
| 7D | +2.8% | -9.5% | +12.4% | +5.6% |
| 30D | -4.7% | -10.7% | +6.0% | -2.0% |
| 3M | -0.7% | -14.6% | +13.9% | +2.4% |
| 6M | +7.7% | -19.3% | +27.0% | +12.7% |
| YTD | +65.1% | -42.9% | +108.0% | +88.6% |
| 1Y | +74.8% | -43.8% | +118.6% | +100.7% |
| 3Y | +36.9% | +2.1% | +34.8% | +29.5% |
| 5Y | +16.1% | +31.2% | -15.1% | -4.3% |
| 10Y | +740.3% | -13.9% | +754.3% | +626.5% |
| All | +1,113.4% | +2,694.8% | -1,581.3% | +343.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling