+1,342.9%
ENTG vs TXT
+285.6%
+1,057.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -1.0% | +12.3% | +11.9% |
| 7D | +7.9% | -0.8% | +8.8% | +8.6% |
| 30D | -3.6% | +13.4% | -17.0% | -11.1% |
| 3M | +2.7% | -2.5% | +5.3% | +3.3% |
| 6M | +3.6% | -6.2% | +9.8% | +6.6% |
| YTD | +83.6% | -1.3% | +85.0% | +82.7% |
| 1Y | +84.9% | +4.3% | +80.5% | +78.1% |
| 3Y | +63.2% | +13.2% | +50.0% | +51.4% |
| 5Y | +4.9% | +12.4% | -7.5% | -0.4% |
| 10Y | +799.3% | +94.8% | +704.5% | +454.6% |
| All | +1,342.9% | +285.6% | +1,057.4% | +252.3% |
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