+73.6%
ENTG vs TXT
-1.4%
+75.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.2% |
| 7D | +5.1% | -0.2% | +5.3% | +5.3% |
| 30D | -8.5% | -10.2% | +1.7% | -0.3% |
| 3M | +6.7% | -13.3% | +20.0% | +19.0% |
| 6M | +17.7% | -14.4% | +32.1% | +32.4% |
| YTD | +63.5% | -9.1% | +72.6% | +69.0% |
| 1Y | +73.6% | -2.2% | +75.7% | +59.0% |
| All | +73.6% | -1.4% | +75.0% | +59.0% |
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