+73.5%
TFC vs ENTG
+790.9%
-717.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +0.1% | +22.8% | -22.7% | -5.5% |
| 30D | +8.6% | -4.9% | +13.5% | +8.6% |
| 3M | -4.3% | -4.8% | +0.5% | -5.2% |
| 6M | +5.4% | +5.6% | -0.2% | -2.4% |
| YTD | +4.5% | +82.4% | -77.9% | -20.1% |
| 1Y | +14.0% | +82.9% | -68.9% | -13.4% |
| 3Y | +93.4% | +62.1% | +31.2% | +42.1% |
| 5Y | +0.5% | +4.3% | -3.8% | -19.3% |
| All | +73.5% | +790.9% | -717.4% | -33.0% |
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