+146.0%
TT vs ENTG
+16.8%
+129.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.3% | -0.6% |
| 7D | 0.0% | +2.8% | -2.8% | -0.7% |
| 30D | -7.2% | -4.7% | -2.5% | -6.5% |
| 3M | -3.0% | -0.7% | -2.2% | -4.8% |
| 6M | +1.4% | +7.7% | -6.4% | -3.3% |
| YTD | +15.9% | +65.1% | -49.2% | -0.9% |
| 1Y | +9.4% | +74.8% | -65.4% | -9.0% |
| 3Y | +124.4% | +36.9% | +87.5% | +90.4% |
| All | +146.0% | +16.8% | +129.2% | +106.5% |
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