-40.6%
TOST vs ENTG
-10.4%
-30.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.3% |
| 7D | +9.4% | -17.1% | +26.5% | +16.3% |
| 30D | +13.5% | -23.0% | +36.5% | +22.5% |
| 3M | -0.1% | -10.2% | +10.1% | -0.4% |
| 6M | +22.5% | -17.8% | +40.2% | +19.1% |
| YTD | -2.4% | +52.4% | -54.7% | -33.9% |
| 1Y | -4.7% | +49.8% | -54.5% | -35.3% |
| 3Y | +103.2% | +42.1% | +61.1% | +21.3% |
| All | -40.6% | -10.4% | -30.2% | -48.8% |
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