+695.0%
ENTG vs TPR
+391.0%
+304.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | -17.1% | +14.2% | -31.3% | -22.0% |
| 30D | -23.0% | +17.1% | -40.1% | -28.6% |
| 3M | -10.2% | -17.7% | +7.5% | -5.3% |
| 6M | -17.8% | -10.2% | -7.6% | -17.0% |
| YTD | +52.4% | +4.9% | +47.5% | +44.1% |
| 1Y | +49.8% | +36.1% | +13.7% | +26.8% |
| 3Y | +42.1% | +416.5% | -374.3% | -31.1% |
| 5Y | -10.2% | +254.8% | -265.0% | -50.2% |
| All | +695.0% | +391.0% | +304.0% | +265.4% |
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