+768.1%
ENTG vs THC
+952.2%
-184.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.2% |
| 7D | +8.9% | -2.6% | +11.5% | +9.5% |
| 30D | -7.2% | -1.2% | -6.1% | -7.1% |
| 3M | +6.4% | +58.9% | -52.5% | -5.4% |
| 6M | +25.7% | +9.3% | +16.3% | +21.4% |
| YTD | +67.9% | +30.4% | +37.5% | +55.1% |
| 1Y | +72.4% | +34.6% | +37.8% | +57.5% |
| 3Y | +48.4% | +246.7% | -198.2% | +6.9% |
| 5Y | +20.1% | +244.5% | -224.5% | -15.8% |
| 10Y | +768.1% | +950.1% | -182.0% | +393.4% |
| All | +768.1% | +952.2% | -184.1% | +393.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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