+43.2%
ENTG vs TLN
+733.8%
-690.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.5% |
| 7D | +22.8% | +22.3% | +0.5% | +13.2% |
| 30D | -4.9% | +1.2% | -6.1% | -5.0% |
| 3M | -4.8% | +5.9% | -10.7% | -7.1% |
| 6M | +5.6% | +3.2% | +2.4% | +4.4% |
| YTD | +82.4% | +3.2% | +79.2% | +77.4% |
| 1Y | +82.9% | +5.2% | +77.7% | +75.9% |
| 3Y | +62.1% | +606.3% | -544.1% | -7.3% |
| All | +43.2% | +733.8% | -690.6% | -18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling