+282.1%
ENTG vs TW
+221.1%
+61.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.3% | +5.9% |
| 7D | +2.8% | -2.3% | +5.2% | +3.6% |
| 30D | -4.7% | +3.9% | -8.6% | -5.9% |
| 3M | -0.7% | +5.7% | -6.4% | -4.4% |
| 6M | +7.7% | -14.5% | +22.2% | +11.9% |
| YTD | +65.1% | -0.9% | +65.9% | +60.8% |
| 1Y | +74.8% | -13.5% | +88.3% | +79.4% |
| 3Y | +36.9% | +25.0% | +11.9% | +14.0% |
| 5Y | +16.1% | +22.7% | -6.6% | -5.8% |
| All | +282.1% | +221.1% | +61.0% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling