+742.3%
ENTG vs TYL
+115.8%
+626.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.0% | +10.2% | +8.3% |
| 7D | +2.8% | -3.7% | +6.5% | +4.6% |
| 30D | -4.7% | +18.7% | -23.4% | -13.9% |
| 3M | -0.7% | +18.1% | -18.9% | -13.7% |
| 6M | +7.7% | -1.1% | +8.8% | +2.2% |
| YTD | +65.1% | -19.8% | +84.9% | +75.9% |
| 1Y | +74.8% | -34.3% | +109.1% | +112.6% |
| 3Y | +36.9% | -8.2% | +45.1% | +25.2% |
| 5Y | +16.1% | -25.4% | +41.5% | +22.2% |
| All | +742.3% | +115.8% | +626.5% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling