+76.7%
ENTG vs TLN
-18.5%
+95.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.2% | +2.4% |
| 7D | +8.9% | +5.8% | +3.1% | +5.7% |
| 30D | -0.8% | -6.9% | +6.0% | +3.0% |
| 3M | +6.6% | -10.9% | +17.4% | +13.9% |
| 6M | +22.1% | -4.6% | +26.7% | +26.0% |
| YTD | +70.2% | -14.7% | +84.9% | +78.8% |
| 1Y | +76.7% | -17.9% | +94.6% | +109.8% |
| All | +76.7% | -18.5% | +95.2% | +109.8% |
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