-12.6%
TLT vs ENTG
+757.2%
-769.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.5% |
| 7D | -3.1% | +15.2% | -18.3% | -2.9% |
| 30D | +1.0% | -3.6% | +4.7% | +1.1% |
| 3M | -2.7% | -10.0% | +7.2% | -2.8% |
| 6M | -4.1% | +1.8% | -5.9% | -3.9% |
| YTD | -5.4% | +75.5% | -80.9% | -3.9% |
| 1Y | -7.0% | +82.4% | -89.4% | -5.5% |
| 3Y | +2.8% | +58.5% | -55.7% | +4.8% |
| 5Y | -35.4% | +0.4% | -35.7% | -35.7% |
| All | -12.6% | +757.2% | -769.8% | +4.4% |
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