+782.9%
ENTG vs TNA
+86.1%
+696.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | +1.2% | -7.3% | +8.4% | +4.6% |
| 30D | -12.9% | -14.2% | +1.3% | -6.7% |
| 3M | -3.1% | -4.6% | +1.5% | +0.4% |
| 6M | +21.0% | +36.9% | -15.9% | +7.1% |
| YTD | +67.0% | +42.5% | +24.5% | +45.5% |
| 1Y | +68.6% | +45.8% | +22.9% | +45.6% |
| 3Y | +48.6% | +104.7% | -56.0% | +2.2% |
| 5Y | +18.6% | -21.7% | +40.3% | +8.5% |
| All | +782.9% | +86.1% | +696.9% | +345.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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