+42.1%
ENTG vs TPR
+407.4%
-365.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | -17.1% | +14.2% | -31.3% | -22.5% |
| 30D | -23.0% | +17.1% | -40.1% | -29.1% |
| 3M | -10.2% | -17.7% | +7.5% | -3.7% |
| 6M | -17.8% | -10.2% | -7.6% | -16.8% |
| YTD | +52.4% | +4.9% | +47.5% | +41.2% |
| 1Y | +49.8% | +36.1% | +13.7% | +19.8% |
| 3Y | +42.1% | +416.5% | -374.3% | -47.7% |
| All | +42.1% | +407.4% | -365.3% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling