+31.8%
ENTG vs TLN
+602.5%
-570.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.6% |
| 7D | +8.9% | +10.9% | -2.0% | +4.7% |
| 30D | -7.2% | -6.3% | -0.9% | -4.8% |
| 3M | +6.4% | -10.7% | +17.1% | +11.7% |
| 6M | +25.7% | +1.6% | +24.0% | +25.5% |
| YTD | +67.9% | -13.1% | +81.0% | +74.8% |
| 1Y | +72.4% | -15.1% | +87.4% | +80.8% |
| 3Y | +48.4% | +495.0% | -446.6% | -8.7% |
| All | +31.8% | +602.5% | -570.7% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling