+1,641.8%
TSM vs ENTG
+838.5%
+803.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.3% | -7.0% | -1.0% |
| 7D | +4.4% | +7.9% | -3.5% | +0.6% |
| 30D | -7.0% | -3.6% | -3.4% | -6.3% |
| 3M | -1.8% | +2.7% | -4.5% | -4.7% |
| 6M | +2.7% | +3.6% | -0.9% | -3.7% |
| YTD | +37.1% | +83.6% | -46.5% | -3.7% |
| 1Y | +43.5% | +84.9% | -41.4% | -0.3% |
| 3Y | +341.5% | +63.2% | +278.3% | +209.0% |
| 5Y | +278.9% | +4.9% | +274.0% | +204.1% |
| 10Y | +1,641.8% | +799.3% | +842.5% | +422.3% |
| All | +1,641.8% | +838.5% | +803.3% | +422.3% |
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 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