-44.4%
TOST vs ENTG
+8.9%
-53.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.4% | -9.2% | -3.1% |
| 7D | +4.0% | -7.6% | +11.6% | +6.2% |
| 30D | +11.1% | -15.5% | +26.5% | +15.7% |
| 3M | +0.8% | -7.8% | +8.7% | -0.2% |
| 6M | +38.8% | -5.9% | +44.7% | +28.0% |
| YTD | -2.1% | +66.7% | -68.8% | -35.9% |
| 1Y | -6.0% | +62.1% | -68.1% | -38.0% |
| 3Y | +149.8% | +56.3% | +93.5% | +43.8% |
| 5Y | -42.8% | -3.8% | -38.9% | -52.9% |
| All | -44.4% | +8.9% | -53.3% | -56.7% |
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