-2.7%
ENTG vs TXT
+14.4%
-17.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -2.5% |
| 7D | -9.3% | -1.1% | -8.2% | -8.2% |
| 30D | -16.4% | +17.1% | -33.4% | -28.5% |
| 3M | -3.8% | -2.6% | -1.2% | -2.7% |
| 6M | -6.9% | -4.6% | -2.4% | -4.3% |
| YTD | +65.0% | -0.3% | +65.3% | +60.5% |
| 1Y | +61.7% | +5.9% | +55.8% | +48.2% |
| 3Y | +46.6% | +14.4% | +32.3% | +20.4% |
| 5Y | -2.7% | +15.9% | -18.6% | -23.4% |
| All | -2.7% | +14.4% | -17.1% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling