+500.3%
TTD vs ENTG
+790.9%
-290.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | +20.8% | +22.8% | -2.0% | +9.0% |
| 30D | +27.1% | -4.9% | +32.0% | +27.3% |
| 3M | +14.7% | -4.8% | +19.5% | +12.1% |
| 6M | -26.8% | +5.6% | -32.4% | -39.1% |
| YTD | -59.2% | +82.4% | -141.7% | -77.4% |
| 1Y | -64.7% | +82.9% | -147.5% | -80.7% |
| 3Y | -75.8% | +62.1% | -138.0% | -87.7% |
| 5Y | -84.6% | +4.3% | -88.9% | -89.7% |
| All | +500.3% | +790.9% | -290.6% | +17.5% |
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 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