+1,237.3%
ENTG vs TDY
+3,375.8%
-2,138.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.3% |
| 7D | +8.9% | -1.8% | +10.8% | +10.1% |
| 30D | -0.8% | -13.8% | +12.9% | +8.4% |
| 3M | +6.6% | -3.9% | +10.4% | +10.3% |
| 6M | +22.1% | -9.0% | +31.1% | +30.9% |
| YTD | +70.2% | +16.5% | +53.6% | +58.0% |
| 1Y | +76.7% | +9.3% | +67.4% | +70.8% |
| 3Y | +50.5% | +45.1% | +5.4% | +24.6% |
| 5Y | +21.8% | +35.0% | -13.2% | +7.3% |
| 10Y | +811.7% | +469.0% | +342.7% | +247.1% |
| All | +1,237.3% | +3,375.8% | -2,138.5% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling