+799.7%
ENTG vs TRMB
+120.9%
+678.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +3.0% |
| 7D | +8.9% | -2.9% | +11.8% | +11.0% |
| 30D | -0.8% | -1.8% | +1.0% | -0.4% |
| 3M | +6.6% | +8.4% | -1.9% | -1.9% |
| 6M | +22.1% | -18.5% | +40.6% | +36.6% |
| YTD | +70.2% | -26.7% | +96.9% | +103.7% |
| 1Y | +76.7% | -28.3% | +105.0% | +115.7% |
| 3Y | +50.5% | +12.6% | +37.9% | +33.7% |
| 5Y | +21.8% | -38.7% | +60.5% | +61.3% |
| All | +799.7% | +120.9% | +678.8% | +508.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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