+212.0%
ENTG vs TXG
+21.5%
+190.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +0.1% |
| 7D | +8.9% | +9.4% | -0.4% | +5.7% |
| 30D | -7.2% | +26.1% | -33.3% | -15.0% |
| 3M | +6.4% | +124.8% | -118.4% | -20.1% |
| 6M | +25.7% | +215.2% | -189.6% | -17.2% |
| YTD | +67.9% | +302.2% | -234.3% | +1.0% |
| 1Y | +72.4% | +370.9% | -298.6% | -3.8% |
| 3Y | +48.4% | +38.5% | +9.9% | +11.2% |
| 5Y | +20.1% | -64.4% | +84.4% | +19.2% |
| All | +212.0% | +21.5% | +190.5% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling