+803.5%
ENTG vs TPR
+365.1%
+438.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | +22.8% | -1.1% | +24.0% | +23.4% |
| 30D | -4.9% | +15.1% | -20.0% | -11.1% |
| 3M | -4.8% | -13.4% | +8.6% | -1.5% |
| 6M | +5.6% | +1.4% | +4.2% | +1.4% |
| YTD | +82.4% | +4.8% | +77.6% | +72.6% |
| 1Y | +82.9% | +29.2% | +53.7% | +58.4% |
| 3Y | +62.1% | +403.7% | -341.6% | -20.6% |
| 5Y | +4.3% | +230.8% | -226.5% | -40.8% |
| All | +803.5% | +365.1% | +438.4% | +318.6% |
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