+96.7%
TFC vs ENTG
+47.4%
+49.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | +2.2% | +8.9% | -6.7% | +0.5% |
| 30D | -2.5% | -7.2% | +4.7% | -1.4% |
| 3M | +4.5% | +6.4% | -1.9% | 0.0% |
| 6M | +11.0% | +25.7% | -14.7% | +0.6% |
| YTD | +5.9% | +67.9% | -62.0% | -12.0% |
| 1Y | +14.6% | +72.4% | -57.8% | -6.9% |
| 3Y | +96.7% | +48.4% | +48.3% | +48.4% |
| All | +96.7% | +47.4% | +49.3% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling