+9.1%
TE vs ENTG
+57.0%
-47.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.7% | -0.4% |
| 7D | -19.1% | +15.2% | -34.2% | -27.5% |
| 30D | -34.1% | -3.6% | -30.5% | -33.2% |
| 3M | -60.1% | -10.0% | -50.2% | -57.9% |
| 6M | -66.0% | +1.8% | -67.7% | -67.0% |
| YTD | -71.4% | +75.5% | -146.9% | -81.9% |
| 1Y | -45.3% | +82.4% | -127.7% | -66.5% |
| 3Y | +9.1% | +58.5% | -49.4% | -20.0% |
| All | +9.1% | +57.0% | -47.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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