+41.0%
TSM vs ENTG
+81.0%
-40.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | +14.8% | +22.8% | -8.0% | +5.2% |
| 30D | -8.9% | -4.9% | -4.0% | -7.8% |
| 3M | -5.3% | -4.8% | -0.4% | -4.6% |
| 6M | +2.6% | +5.6% | -3.0% | -3.0% |
| YTD | +34.5% | +82.4% | -47.9% | +4.1% |
| 1Y | +41.0% | +82.9% | -41.9% | +9.7% |
| All | +41.0% | +81.0% | -40.0% | +9.7% |
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