+1,672.6%
TSM vs ENTG
+790.9%
+881.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | +14.8% | +22.8% | -8.0% | +4.1% |
| 30D | -8.9% | -4.9% | -4.0% | -7.6% |
| 3M | -5.3% | -4.8% | -0.4% | -4.6% |
| 6M | +2.6% | +5.6% | -3.0% | -4.7% |
| YTD | +34.5% | +82.4% | -47.9% | -5.2% |
| 1Y | +41.0% | +82.9% | -41.9% | -1.5% |
| 3Y | +333.1% | +62.1% | +271.0% | +204.1% |
| 5Y | +270.1% | +4.3% | +265.8% | +197.9% |
| All | +1,672.6% | +790.9% | +881.7% | +438.0% |
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