+210.4%
ENTG vs TXG
+27.0%
+183.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.2% | +1.0% |
| 7D | +1.2% | +9.5% | -8.3% | -1.9% |
| 30D | -12.9% | +18.8% | -31.6% | -18.0% |
| 3M | -3.1% | +136.1% | -139.2% | -28.3% |
| 6M | +21.0% | +235.2% | -214.2% | -21.9% |
| YTD | +67.0% | +320.5% | -253.5% | -1.0% |
| 1Y | +68.6% | +425.2% | -356.6% | -9.3% |
| 3Y | +48.6% | +42.9% | +5.7% | +10.2% |
| 5Y | +18.6% | -62.8% | +81.4% | +16.1% |
| All | +210.4% | +27.0% | +183.4% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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