-23.6%
TMUS vs ENTG
+71.8%
-95.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.3% |
| 7D | -0.3% | +8.9% | -9.2% | +0.7% |
| 30D | +3.1% | -7.2% | +10.4% | +2.6% |
| 3M | +2.4% | +6.4% | -4.0% | +3.5% |
| 6M | -17.1% | +25.7% | -42.8% | -14.5% |
| YTD | -9.1% | +67.9% | -76.9% | -3.9% |
| 1Y | -23.6% | +72.4% | -96.0% | -19.7% |
| All | -23.6% | +71.8% | -95.4% | -19.7% |
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