+0.2%
ENTG vs TW
+41.2%
-41.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.0% |
| 7D | +15.2% | +3.9% | +11.3% | +14.2% |
| 30D | -3.6% | +19.9% | -23.6% | -7.9% |
| 3M | -10.0% | +25.9% | -35.9% | -15.2% |
| 6M | +1.8% | +21.1% | -19.4% | -4.3% |
| YTD | +75.5% | +23.9% | +51.6% | +61.6% |
| 1Y | +82.4% | +21.2% | +61.2% | +69.7% |
| 3Y | +58.5% | +44.8% | +13.7% | +21.6% |
| All | +0.2% | +41.2% | -41.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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