+3,069.9%
TMO vs ENTG
+1,275.8%
+1,794.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.2% |
| 7D | -0.5% | +8.9% | -9.4% | -2.2% |
| 30D | +1.0% | -0.8% | +1.8% | +0.8% |
| 3M | +22.7% | +6.6% | +16.2% | +17.9% |
| 6M | +19.0% | +22.1% | -3.1% | +10.1% |
| YTD | +4.7% | +70.2% | -65.4% | -10.3% |
| 1Y | +26.0% | +76.7% | -50.7% | +5.9% |
| 3Y | +18.0% | +50.5% | -32.5% | -1.2% |
| 5Y | +8.0% | +21.8% | -13.8% | -9.3% |
| 10Y | +333.8% | +811.7% | -478.0% | +134.8% |
| All | +3,069.9% | +1,275.8% | +1,794.1% | +1,020.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling