+51.1%
ENTG vs TSLQ
-97.2%
+148.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +1.9% |
| 7D | +1.2% | -6.6% | +7.8% | -0.4% |
| 30D | -12.9% | -24.3% | +11.4% | -17.9% |
| 3M | -3.1% | -3.6% | +0.6% | +0.9% |
| 6M | +21.0% | -12.0% | +33.0% | +27.7% |
| YTD | +67.0% | +1.4% | +65.6% | +84.3% |
| 1Y | +68.6% | -43.6% | +112.2% | +69.9% |
| 3Y | +48.6% | -95.4% | +144.0% | +20.7% |
| All | +51.1% | -97.2% | +148.3% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling