+65.7%
ENTG vs TSLQ
-17.8%
+83.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.4% | -12.9% | -4.5% |
| 7D | -10.3% | +9.8% | -20.2% | -7.6% |
| 30D | -14.4% | -6.0% | -8.3% | -14.6% |
| 3M | -1.1% | -35.0% | +33.9% | -10.2% |
| 6M | +3.0% | -24.9% | +27.9% | +5.6% |
| YTD | +70.1% | -12.7% | +82.8% | +80.2% |
| 1Y | +65.7% | -21.0% | +86.7% | +73.6% |
| All | +65.7% | -17.8% | +83.5% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling