+131.2%
TLT vs ENTG
+1,360.0%
-1,228.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | +0.5% |
| 7D | -0.4% | +2.8% | -3.3% | -0.3% |
| 30D | -0.6% | -4.7% | +4.1% | -0.7% |
| 3M | -2.7% | -0.7% | -2.0% | -2.3% |
| 6M | -5.6% | +7.7% | -13.3% | -4.6% |
| YTD | -2.8% | +65.1% | -67.8% | +0.8% |
| 1Y | -1.4% | +74.8% | -76.2% | +2.7% |
| 3Y | -1.6% | +36.9% | -38.5% | +2.4% |
| 5Y | -33.8% | +16.1% | -49.9% | -30.9% |
| 10Y | -21.1% | +740.3% | -761.5% | -2.6% |
| All | +131.2% | +1,360.0% | -1,228.8% | +228.5% |
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 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