+16.1%
ENTG vs TRI
-11.1%
+27.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.7% |
| 7D | +5.1% | -14.4% | +19.5% | +7.7% |
| 30D | -8.5% | -8.1% | -0.4% | -7.7% |
| 3M | +6.7% | +17.5% | -10.8% | -0.5% |
| 6M | +17.7% | -5.0% | +22.7% | +18.0% |
| YTD | +63.5% | -24.7% | +88.2% | +87.8% |
| 1Y | +73.6% | -41.5% | +115.1% | +138.9% |
| 3Y | +44.6% | -20.3% | +64.9% | +39.5% |
| 5Y | +16.1% | -10.9% | +27.0% | -7.6% |
| All | +16.1% | -11.1% | +27.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling