+320.5%
TMUS vs ENTG
+1,152.2%
-831.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.2% | -9.6% | -4.7% |
| 7D | +0.1% | +2.8% | -2.7% | -0.6% |
| 30D | +5.3% | -4.7% | +9.9% | +5.6% |
| 3M | +3.1% | -0.7% | +3.9% | 0.0% |
| 6M | -16.5% | +7.7% | -24.2% | -21.4% |
| YTD | -9.2% | +65.1% | -74.2% | -22.8% |
| 1Y | -26.5% | +74.8% | -101.3% | -39.2% |
| 3Y | +39.0% | +36.9% | +2.1% | +13.7% |
| 5Y | +40.4% | +16.1% | +24.3% | +11.7% |
| 10Y | +303.7% | +740.3% | -436.6% | +79.2% |
| All | +320.5% | +1,152.2% | -831.7% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling