+46.6%
ENTG vs TXT
+15.4%
+31.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -2.4% |
| 7D | -9.3% | -1.1% | -8.2% | -8.3% |
| 30D | -16.4% | +17.1% | -33.4% | -27.4% |
| 3M | -3.8% | -2.6% | -1.2% | -2.1% |
| 6M | -6.9% | -4.6% | -2.4% | -3.8% |
| YTD | +65.0% | -0.3% | +65.3% | +61.3% |
| 1Y | +61.7% | +5.9% | +55.8% | +49.0% |
| 3Y | +46.6% | +14.4% | +32.3% | +19.6% |
| All | +46.6% | +15.4% | +31.2% | +19.6% |
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 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