-21.2%
TMUS vs ENTG
+63.3%
-84.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.5% | +9.6% | +2.2% |
| 7D | +7.5% | -10.3% | +17.8% | +6.0% |
| 30D | -3.3% | -14.4% | +11.0% | -4.6% |
| 3M | -9.7% | -1.1% | -8.6% | -9.0% |
| 6M | -17.2% | +3.0% | -20.2% | -16.0% |
| YTD | -20.3% | +70.1% | -90.4% | -15.8% |
| 1Y | -21.2% | +65.7% | -87.0% | -17.0% |
| All | -21.2% | +63.3% | -84.5% | -17.0% |
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 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