-46.7%
TOST vs ENTG
+9.6%
-56.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.6% |
| 7D | -0.9% | +8.9% | -9.8% | -4.3% |
| 30D | -3.5% | -7.2% | +3.8% | -1.7% |
| 3M | +38.1% | +6.4% | +31.7% | +25.5% |
| 6M | +9.9% | +25.7% | -15.8% | -11.3% |
| YTD | -6.3% | +67.9% | -74.1% | -36.9% |
| 1Y | -18.3% | +72.4% | -90.7% | -47.1% |
| 3Y | +59.7% | +48.4% | +11.3% | -1.8% |
| All | -46.7% | +9.6% | -56.4% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling