+42.1%
ENTG vs TLN
+538.9%
-496.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | -0.3% |
| 7D | -17.1% | -1.3% | -15.8% | -16.7% |
| 30D | -23.0% | -10.5% | -12.5% | -19.3% |
| 3M | -10.2% | +0.1% | -10.3% | -10.1% |
| 6M | -17.8% | -17.4% | -0.4% | -11.6% |
| YTD | +52.4% | -9.7% | +62.0% | +56.2% |
| 1Y | +49.8% | -12.3% | +62.0% | +54.5% |
| 3Y | +42.1% | +528.3% | -486.1% | -14.9% |
| All | +42.1% | +538.9% | -496.8% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling