+1,237.3%
ENTG vs TKO
+2,087.7%
-850.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.5% | +2.2% |
| 7D | +8.9% | +0.7% | +8.2% | +8.5% |
| 30D | -0.8% | +0.9% | -1.7% | -1.5% |
| 3M | +6.6% | -6.2% | +12.7% | +7.9% |
| 6M | +22.1% | -5.6% | +27.7% | +22.7% |
| YTD | +70.2% | -7.8% | +78.0% | +71.8% |
| 1Y | +76.7% | -1.2% | +77.9% | +73.5% |
| 3Y | +50.5% | +106.5% | -56.0% | +9.4% |
| 5Y | +21.8% | +310.4% | -288.6% | -33.1% |
| 10Y | +811.7% | +987.5% | -175.8% | +202.9% |
| All | +1,237.3% | +2,087.7% | -850.4% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling