-20.7%
TLT vs ENTG
+797.5%
-818.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.1% |
| 7D | -1.6% | +1.2% | -2.8% | -1.6% |
| 30D | -1.1% | -12.9% | +11.7% | -1.3% |
| 3M | -4.9% | -3.1% | -1.8% | -4.8% |
| 6M | -5.0% | +21.0% | -26.0% | -4.4% |
| YTD | -4.4% | +67.0% | -71.4% | -3.0% |
| 1Y | -6.4% | +68.6% | -75.0% | -4.9% |
| 3Y | -2.0% | +48.6% | -50.6% | -0.2% |
| 5Y | -35.0% | +18.6% | -53.6% | -34.2% |
| All | -20.7% | +797.5% | -818.2% | -0.5% |
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 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