-17.9%
TMUS vs ENTG
+81.0%
-98.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +6.5% | +22.8% | -16.3% | +9.3% |
| 30D | +11.3% | -4.9% | +16.1% | +11.1% |
| 3M | -2.9% | -4.8% | +1.9% | -2.5% |
| 6M | -10.5% | +5.6% | -16.1% | -8.7% |
| YTD | -14.4% | +82.4% | -96.8% | -8.8% |
| 1Y | -17.9% | +82.9% | -100.7% | -12.7% |
| All | -17.9% | +81.0% | -98.8% | -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