+75.7%
TFC vs ENTG
+757.2%
-681.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +2.2% |
| 7D | +2.3% | +15.2% | -12.9% | -1.8% |
| 30D | +10.8% | -3.6% | +14.5% | +10.3% |
| 3M | -3.8% | -10.0% | +6.2% | -3.2% |
| 6M | +9.6% | +1.8% | +7.8% | +2.4% |
| YTD | +5.8% | +75.5% | -69.7% | -18.4% |
| 1Y | +16.2% | +82.4% | -66.2% | -11.9% |
| 3Y | +96.0% | +58.5% | +37.5% | +44.7% |
| 5Y | +1.7% | +0.4% | +1.3% | -17.6% |
| All | +75.7% | +757.2% | -681.6% | -31.6% |
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