+364.1%
TTD vs ENTG
+751.5%
-387.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.6% | +2.7% |
| 7D | -7.4% | +5.1% | -12.5% | -10.2% |
| 30D | +3.0% | -8.5% | +11.6% | +6.5% |
| 3M | -27.6% | +6.7% | -34.3% | -37.3% |
| 6M | -49.5% | +17.7% | -67.2% | -60.6% |
| YTD | -63.2% | +63.5% | -126.7% | -77.5% |
| 1Y | -69.7% | +73.6% | -143.3% | -82.9% |
| 3Y | -83.3% | +44.6% | -127.9% | -90.7% |
| 5Y | -80.8% | +16.1% | -96.9% | -87.9% |
| All | +364.1% | +751.5% | -387.3% | +11.1% |
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