+4,786.9%
TSM vs ENTG
+1,234.5%
+3,552.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.3% | +0.7% |
| 7D | +2.7% | +2.8% | -0.1% | +1.6% |
| 30D | +3.6% | -4.7% | +8.3% | +4.9% |
| 3M | -3.4% | -0.7% | -2.6% | -5.1% |
| 6M | +20.6% | +7.7% | +12.9% | +14.2% |
| YTD | +41.9% | +65.1% | -23.2% | +14.7% |
| 1Y | +84.4% | +74.8% | +9.6% | +44.5% |
| 3Y | +380.2% | +36.9% | +343.3% | +299.4% |
| 5Y | +275.3% | +16.1% | +259.2% | +214.0% |
| 10Y | +1,751.4% | +740.3% | +1,011.0% | +684.5% |
| All | +4,786.9% | +1,234.5% | +3,552.4% | +944.5% |
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