+58.5%
ENTG vs THC
+423.7%
-365.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | +15.2% | +1.0% | +14.2% | +15.0% |
| 30D | -3.6% | +5.3% | -9.0% | -4.7% |
| 3M | -10.0% | +7.1% | -17.1% | -11.4% |
| 6M | +1.8% | +46.0% | -44.3% | -7.5% |
| YTD | +75.5% | +43.9% | +31.6% | +58.9% |
| 1Y | +82.4% | +45.4% | +37.0% | +64.1% |
| 3Y | +58.5% | +421.3% | -362.8% | -8.2% |
| All | +58.5% | +423.7% | -365.2% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling