+46.6%
TEM vs ENTG
+4.7%
+41.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.6% |
| 7D | -8.7% | +1.2% | -9.9% | -9.2% |
| 30D | +8.1% | -12.9% | +20.9% | +15.2% |
| 3M | +19.0% | -3.1% | +22.1% | +14.8% |
| 6M | +12.0% | +21.0% | -9.0% | -8.8% |
| YTD | -0.1% | +67.0% | -67.1% | -36.6% |
| 1Y | -33.5% | +68.6% | -102.2% | -59.3% |
| All | +46.6% | +4.7% | +41.9% | +23.3% |
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