+48.4%
ENTG vs TXT
+5.7%
+42.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.2% |
| 7D | +8.9% | -0.2% | +9.2% | +9.1% |
| 30D | -7.2% | -11.1% | +3.8% | +2.6% |
| 3M | +6.4% | -13.0% | +19.4% | +19.5% |
| 6M | +25.7% | -16.2% | +41.9% | +45.5% |
| YTD | +67.9% | -8.7% | +76.6% | +78.4% |
| 1Y | +72.4% | -3.8% | +76.1% | +74.8% |
| 3Y | +48.4% | +5.5% | +42.9% | +35.2% |
| All | +48.4% | +5.7% | +42.7% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling