+45.5%
ENTG vs TRU
-2.2%
+47.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | +5.1% | -9.4% | +14.5% | +9.0% |
| 30D | -8.5% | -4.1% | -4.4% | -7.6% |
| 3M | +6.7% | +13.6% | -6.9% | -2.8% |
| 6M | +17.7% | +3.6% | +14.2% | +11.4% |
| YTD | +63.5% | -9.8% | +73.3% | +64.1% |
| 1Y | +73.6% | -13.6% | +87.2% | +77.3% |
| All | +45.5% | -2.2% | +47.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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