+51.9%
ENTG vs TSLQ
-97.3%
+149.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.0% | +9.7% | -0.2% |
| 7D | +8.9% | -8.6% | +17.5% | +6.7% |
| 30D | -7.2% | -24.9% | +17.7% | -12.9% |
| 3M | +6.4% | -1.5% | +7.9% | +11.7% |
| 6M | +25.7% | -18.1% | +43.7% | +30.4% |
| YTD | +67.9% | -0.1% | +68.0% | +84.5% |
| 1Y | +72.4% | -51.4% | +123.7% | +68.2% |
| 3Y | +48.4% | -95.9% | +144.4% | +15.1% |
| All | +51.9% | -97.3% | +149.1% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling