-48.5%
TE vs ENTG
+175.9%
-224.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.7% | +8.3% | +9.1% |
| 7D | +18.2% | +8.9% | +9.3% | +13.1% |
| 30D | -13.5% | -7.2% | -6.3% | -10.8% |
| 3M | -44.6% | +6.4% | -51.0% | -46.0% |
| 6M | -24.7% | +25.7% | -50.4% | -32.5% |
| YTD | -24.3% | +67.9% | -92.1% | -41.5% |
| 1Y | +155.6% | +72.4% | +83.2% | +92.5% |
| 3Y | -18.3% | +48.4% | -66.7% | -33.3% |
| 5Y | -41.3% | +20.1% | -61.4% | -50.0% |
| All | -48.5% | +175.9% | -224.3% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling