+65.7%
ENTG vs TLN
-17.6%
+83.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -8.5% | +2.1% | -2.0% |
| 7D | -10.3% | -6.0% | -4.3% | -7.4% |
| 30D | -14.4% | -1.5% | -12.8% | -13.7% |
| 3M | -1.1% | -3.9% | +2.8% | +0.8% |
| 6M | +3.0% | -15.0% | +18.0% | +11.3% |
| YTD | +70.1% | -12.8% | +82.9% | +75.6% |
| 1Y | +65.7% | -17.3% | +83.1% | +74.5% |
| All | +65.7% | -17.6% | +83.3% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling