+25.4%
TMO vs ENTG
+63.3%
-38.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.4% |
| 7D | +0.3% | -10.3% | +10.6% | +0.7% |
| 30D | +4.3% | -14.4% | +18.7% | +4.8% |
| 3M | +25.1% | -1.1% | +26.2% | +24.9% |
| 6M | +52.9% | +3.0% | +50.0% | +49.8% |
| YTD | +22.2% | +70.1% | -47.9% | +9.5% |
| 1Y | +25.4% | +65.7% | -40.4% | +12.7% |
| All | +25.4% | +63.3% | -38.0% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling