+15.3%
ENTG vs TKO
+291.2%
-275.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +1.2% | +2.3% | -1.1% | +0.4% |
| 30D | -12.9% | -2.5% | -10.4% | -12.4% |
| 3M | -3.1% | -10.6% | +7.5% | -0.2% |
| 6M | +21.0% | -5.1% | +26.1% | +21.3% |
| YTD | +67.0% | -8.2% | +75.2% | +69.0% |
| 1Y | +68.6% | -4.4% | +73.1% | +67.3% |
| 3Y | +48.6% | +100.4% | -51.7% | +10.0% |
| All | +15.3% | +291.2% | -275.9% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling