+15.3%
ENTG vs TRU
-35.6%
+50.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.6% |
| 7D | +1.2% | -2.7% | +3.9% | +2.7% |
| 30D | -12.9% | -2.0% | -10.8% | -12.7% |
| 3M | -3.1% | +18.4% | -21.5% | -16.2% |
| 6M | +21.0% | +8.9% | +12.1% | +8.7% |
| YTD | +67.0% | -8.9% | +75.9% | +65.1% |
| 1Y | +68.6% | -15.9% | +84.5% | +74.2% |
| 3Y | +48.6% | -1.1% | +49.7% | +35.1% |
| All | +15.3% | -35.6% | +50.9% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling