-17.4%
TOST vs ENTG
+76.2%
-93.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -0.2% |
| 7D | -3.4% | +2.8% | -6.2% | -3.5% |
| 30D | -2.4% | -4.7% | +2.2% | -2.4% |
| 3M | +34.6% | -0.7% | +35.3% | +32.0% |
| 6M | +15.2% | +7.7% | +7.5% | +10.4% |
| YTD | -4.4% | +65.1% | -69.5% | -19.3% |
| 1Y | -17.4% | +74.8% | -92.2% | -32.4% |
| All | -17.4% | +76.2% | -93.6% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling