+786.5%
TSEM vs ENTG
+757.2%
+29.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.8% | -3.2% | -5.0% |
| 7D | +7.0% | +15.2% | -8.2% | -0.1% |
| 30D | -29.8% | -3.6% | -26.1% | -27.9% |
| 3M | -41.9% | -10.0% | -32.0% | -38.0% |
| 6M | -45.8% | +1.8% | -47.5% | -45.3% |
| YTD | +25.1% | +75.5% | -50.4% | -2.3% |
| 1Y | +48.2% | +82.4% | -34.2% | +13.6% |
| 3Y | +476.5% | +58.5% | +418.0% | +340.3% |
| 5Y | +301.4% | +0.4% | +301.1% | +248.2% |
| All | +786.5% | +757.2% | +29.3% | +121.9% |
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