+181.2%
TSCO vs ENTG
+797.5%
-616.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.9% |
| 7D | -5.7% | +1.2% | -6.8% | -5.9% |
| 30D | -8.8% | -12.9% | +4.1% | -6.8% |
| 3M | +6.3% | -3.1% | +9.4% | +4.9% |
| 6M | -32.3% | +21.0% | -53.3% | -36.8% |
| YTD | -32.7% | +67.0% | -99.7% | -41.7% |
| 1Y | -43.7% | +68.6% | -112.3% | -51.8% |
| 3Y | -19.7% | +48.6% | -68.3% | -32.8% |
| 5Y | -11.6% | +18.6% | -30.2% | -25.8% |
| All | +181.2% | +797.5% | -616.3% | +51.0% |
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