+127.9%
TT vs ENTG
-10.4%
+138.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.8% |
| 7D | -2.0% | -17.1% | +15.1% | +2.4% |
| 30D | -14.0% | -23.0% | +9.0% | -8.9% |
| 3M | -15.9% | -10.2% | -5.6% | -14.6% |
| 6M | -17.3% | -17.8% | +0.4% | -15.8% |
| YTD | +4.0% | +52.4% | -48.4% | -10.1% |
| 1Y | -7.1% | +49.8% | -56.9% | -19.6% |
| 3Y | +90.2% | +42.1% | +48.1% | +58.9% |
| All | +127.9% | -10.4% | +138.3% | +104.7% |
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