+65.7%
ENTG vs TMF
-23.9%
+89.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.5% | -8.9% | -7.1% |
| 7D | -10.3% | +4.0% | -14.3% | -11.3% |
| 30D | -14.4% | +19.5% | -33.8% | -21.1% |
| 3M | -1.1% | -3.5% | +2.4% | +2.2% |
| 6M | +3.0% | -10.6% | +13.6% | +11.5% |
| YTD | +70.1% | -17.1% | +87.2% | +86.8% |
| 1Y | +65.7% | -24.3% | +90.0% | +81.9% |
| All | +65.7% | -23.9% | +89.6% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling