+782.9%
ENTG vs TDY
+479.2%
+303.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.2% |
| 7D | +1.2% | -1.1% | +2.3% | +2.0% |
| 30D | -12.9% | -12.0% | -0.8% | -3.7% |
| 3M | -3.1% | -3.2% | +0.1% | +0.5% |
| 6M | +21.0% | -7.9% | +28.9% | +30.9% |
| YTD | +67.0% | +18.2% | +48.8% | +50.1% |
| 1Y | +68.6% | +6.7% | +62.0% | +63.8% |
| 3Y | +48.6% | +47.5% | +1.1% | +15.3% |
| 5Y | +18.6% | +39.5% | -20.9% | -3.0% |
| All | +782.9% | +479.2% | +303.7% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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