-25.6%
TGT vs ENTG
+15.6%
-41.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.3% |
| 7D | -5.0% | +5.1% | -10.2% | -6.1% |
| 30D | +3.0% | -8.5% | +11.6% | +4.5% |
| 3M | +22.6% | +6.7% | +15.9% | +16.9% |
| 6M | +31.2% | +17.7% | +13.5% | +20.5% |
| YTD | +63.7% | +63.5% | +0.2% | +35.7% |
| 1Y | +78.5% | +73.6% | +4.9% | +43.7% |
| 3Y | +40.5% | +44.6% | -4.0% | +11.2% |
| 5Y | -25.6% | +16.1% | -41.7% | -40.5% |
| All | -25.6% | +15.6% | -41.1% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling