+4,622.3%
TSM vs ENTG
+1,384.4%
+3,237.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.3% | -7.0% | +0.2% |
| 7D | +4.4% | +7.9% | -3.5% | +1.5% |
| 30D | -7.0% | -3.6% | -3.4% | -6.3% |
| 3M | -1.8% | +2.7% | -4.5% | -3.8% |
| 6M | +2.7% | +3.6% | -0.9% | -1.7% |
| YTD | +37.1% | +83.6% | -46.5% | +5.9% |
| 1Y | +43.5% | +84.9% | -41.4% | +10.0% |
| 3Y | +341.5% | +63.2% | +278.3% | +243.1% |
| 5Y | +278.9% | +4.9% | +274.0% | +225.3% |
| 10Y | +1,641.8% | +799.3% | +842.5% | +614.7% |
| All | +4,622.3% | +1,384.4% | +3,237.9% | +863.7% |
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 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