+240.8%
TMUS vs ENTG
+753.2%
-512.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +9.5% | -9.3% | +18.8% | +10.3% |
| 30D | +13.8% | -16.4% | +30.2% | +15.2% |
| 3M | -4.6% | -3.8% | -0.7% | -5.2% |
| 6M | -11.7% | -6.9% | -4.8% | -13.3% |
| YTD | -15.4% | +65.0% | -80.4% | -24.2% |
| 1Y | -16.1% | +61.7% | -77.8% | -24.8% |
| 3Y | +20.5% | +46.6% | -26.2% | +3.5% |
| 5Y | +48.7% | -2.7% | +51.4% | +33.8% |
| 10Y | +240.8% | +743.3% | -502.5% | +74.0% |
| All | +240.8% | +753.2% | -512.4% | +74.0% |
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 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