+768.2%
ENTG vs TPR
+305.2%
+462.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +3.2% |
| 7D | +8.9% | -3.4% | +12.3% | +10.4% |
| 30D | -7.2% | -27.3% | +20.1% | +4.2% |
| 3M | +6.4% | -16.2% | +22.6% | +12.2% |
| 6M | +25.7% | -17.9% | +43.6% | +33.5% |
| YTD | +67.9% | -7.1% | +75.0% | +69.0% |
| 1Y | +72.4% | +13.6% | +58.7% | +59.4% |
| 3Y | +48.4% | +293.7% | -245.3% | -18.9% |
| 5Y | +20.1% | +239.1% | -219.0% | -30.9% |
| 10Y | +768.2% | +311.2% | +457.0% | +320.3% |
| All | +768.2% | +305.2% | +462.9% | +320.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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