+142.7%
TOST vs ENTG
+63.2%
+79.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -4.7% | +22.8% | -27.5% | -8.0% |
| 30D | +8.5% | -4.9% | +13.4% | +8.6% |
| 3M | -1.6% | -4.8% | +3.2% | -2.0% |
| 6M | +44.1% | +5.6% | +38.5% | +35.7% |
| YTD | -5.6% | +82.4% | -88.0% | -28.1% |
| 1Y | -12.6% | +82.9% | -95.4% | -33.7% |
| All | +142.7% | +63.2% | +79.5% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling