+48.6%
ENTG vs TRI
-18.9%
+67.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +2.3% |
| 7D | +1.2% | -7.9% | +9.1% | +0.7% |
| 30D | -12.9% | -4.5% | -8.4% | -13.1% |
| 3M | -3.1% | +22.1% | -25.2% | -3.7% |
| 6M | +21.0% | -2.8% | +23.8% | +25.4% |
| YTD | +67.0% | -23.4% | +90.4% | +91.2% |
| 1Y | +68.6% | -41.5% | +110.2% | +120.9% |
| 3Y | +48.6% | -19.2% | +67.8% | +66.1% |
| All | +48.6% | -18.9% | +67.6% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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