+811.7%
ENTG vs TXT
+100.3%
+711.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.1% |
| 7D | +8.9% | +0.8% | +8.1% | +8.4% |
| 30D | -0.8% | -10.4% | +9.6% | +6.3% |
| 3M | +6.6% | -14.3% | +20.9% | +17.5% |
| 6M | +22.1% | -15.1% | +37.2% | +35.2% |
| YTD | +70.2% | -8.3% | +78.5% | +79.0% |
| 1Y | +76.7% | -0.7% | +77.4% | +77.4% |
| 3Y | +50.5% | +6.0% | +44.5% | +45.3% |
| 5Y | +21.8% | +12.5% | +9.3% | +15.3% |
| 10Y | +811.7% | +103.2% | +708.5% | +511.6% |
| All | +811.7% | +100.3% | +711.4% | +511.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling