+49.3%
ENTG vs TMF
-22.6%
+72.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -17.1% | +1.2% | -18.3% | -17.4% |
| 30D | -23.0% | +19.7% | -42.7% | -29.6% |
| 3M | -10.2% | -2.1% | -8.1% | -7.9% |
| 6M | -17.8% | -13.4% | -4.3% | -9.4% |
| YTD | +52.4% | -16.7% | +69.1% | +68.3% |
| All | +49.3% | -22.6% | +72.0% | +69.5% |
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