+20.1%
ENTG vs TSN
-20.8%
+40.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +8.9% | -5.0% | +14.0% | +10.1% |
| 30D | -7.2% | -9.1% | +1.9% | -5.3% |
| 3M | +6.4% | -7.4% | +13.8% | +7.3% |
| 6M | +25.7% | -13.4% | +39.0% | +28.3% |
| YTD | +67.9% | -8.5% | +76.4% | +67.9% |
| 1Y | +72.4% | -3.2% | +75.6% | +68.3% |
| 3Y | +48.4% | +11.5% | +36.9% | +31.6% |
| 5Y | +20.1% | -19.5% | +39.6% | +30.0% |
| All | +20.1% | -20.8% | +40.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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