+419.8%
TXN vs ENTG
+797.5%
-377.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.7% | +2.9% |
| 7D | +4.0% | +1.2% | +2.8% | +3.4% |
| 30D | -2.9% | -12.9% | +10.0% | +2.9% |
| 3M | -9.1% | -3.1% | -6.0% | -10.3% |
| 6M | +36.6% | +21.0% | +15.6% | +20.2% |
| YTD | +57.5% | +67.0% | -9.5% | +17.5% |
| 1Y | +49.5% | +68.6% | -19.1% | +8.9% |
| 3Y | +76.5% | +48.6% | +27.9% | +27.3% |
| 5Y | +62.4% | +18.6% | +43.8% | +19.0% |
| All | +419.8% | +797.5% | -377.7% | +48.3% |
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