+65.7%
ENTG vs TXT
+9.2%
+56.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -5.8% |
| 7D | -10.3% | +10.6% | -21.0% | -15.5% |
| 30D | -14.4% | +14.4% | -28.7% | -21.2% |
| 3M | -1.1% | -2.7% | +1.6% | +2.2% |
| 6M | +3.0% | -4.7% | +7.6% | +7.9% |
| YTD | +70.1% | -0.5% | +70.6% | +66.0% |
| 1Y | +65.7% | +8.7% | +57.0% | +29.9% |
| All | +65.7% | +9.2% | +56.6% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling