+328.1%
TMUS vs ENTG
+774.8%
-446.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -0.3% | +8.9% | -9.2% | -1.2% |
| 30D | +3.1% | -7.2% | +10.4% | +3.7% |
| 3M | +2.4% | +6.4% | -4.0% | -0.1% |
| 6M | -17.1% | +25.7% | -42.8% | -21.5% |
| YTD | -9.1% | +67.9% | -76.9% | -18.1% |
| 1Y | -23.6% | +72.4% | -96.0% | -32.1% |
| 3Y | +38.8% | +48.4% | -9.6% | +19.7% |
| 5Y | +43.0% | +20.1% | +22.9% | +22.2% |
| All | +328.1% | +774.8% | -446.8% | +108.6% |
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