+1,197.2%
ENTG vs TXT
+254.7%
+942.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +6.4% |
| 7D | +2.8% | -4.8% | +7.6% | +5.8% |
| 30D | -4.7% | -10.6% | +5.9% | +1.8% |
| 3M | -0.7% | -13.2% | +12.4% | +7.9% |
| 6M | +7.7% | -20.3% | +28.1% | +23.2% |
| YTD | +65.1% | -9.3% | +74.3% | +74.2% |
| 1Y | +74.8% | -2.7% | +77.5% | +77.6% |
| 3Y | +36.9% | +1.4% | +35.5% | +36.6% |
| 5Y | +16.1% | +9.6% | +6.6% | +12.9% |
| 10Y | +740.3% | +94.9% | +645.4% | +422.6% |
| All | +1,197.2% | +254.7% | +942.6% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling