+33.6%
ENTG vs TLN
+589.3%
-555.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.2% | +2.1% |
| 7D | +8.9% | +5.8% | +3.1% | +6.6% |
| 30D | -0.8% | -6.9% | +6.0% | +2.0% |
| 3M | +6.6% | -10.9% | +17.4% | +12.0% |
| 6M | +22.1% | -4.6% | +26.7% | +24.6% |
| YTD | +70.2% | -14.7% | +84.9% | +78.4% |
| 1Y | +76.7% | -17.9% | +94.6% | +87.6% |
| 3Y | +50.5% | +483.9% | -433.4% | -6.8% |
| All | +33.6% | +589.3% | -555.7% | -17.6% |
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