-11.4%
TLT vs ENTG
+838.5%
-850.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.3% | -11.2% | +0.2% |
| 7D | -1.0% | +7.9% | -9.0% | -0.9% |
| 30D | +4.1% | -3.6% | +7.7% | +4.1% |
| 3M | -0.4% | +2.7% | -3.1% | -0.2% |
| 6M | -3.2% | +3.6% | -6.7% | -2.9% |
| YTD | -3.5% | +83.6% | -87.1% | -2.0% |
| 1Y | -5.8% | +84.9% | -90.7% | -4.3% |
| 3Y | +4.6% | +63.2% | -58.6% | +6.6% |
| 5Y | -34.4% | +4.9% | -39.3% | -34.7% |
| 10Y | -11.4% | +799.3% | -810.8% | +5.8% |
| All | -11.4% | +838.5% | -850.0% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling