+866.2%
ENTG vs TRU
+238.0%
+628.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.9% | +12.1% | +9.4% |
| 7D | +2.8% | -6.8% | +9.6% | +6.5% |
| 30D | -4.7% | 0.0% | -4.7% | -5.4% |
| 3M | -0.7% | +13.3% | -14.0% | -11.5% |
| 6M | +7.7% | +3.4% | +4.3% | +0.3% |
| YTD | +65.1% | -6.4% | +71.4% | +60.3% |
| 1Y | +74.8% | -9.7% | +84.5% | +71.8% |
| 3Y | +36.9% | +0.1% | +36.8% | +22.0% |
| 5Y | +16.1% | -34.0% | +50.1% | +30.4% |
| 10Y | +740.3% | +147.9% | +592.5% | +423.6% |
| All | +866.2% | +238.0% | +628.2% | +464.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling