+1,919.4%
ENPH vs TCOM
-9.8%
+1,929.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -0.1% | -4.9% | +4.8% | +1.5% |
| 30D | -10.8% | -14.4% | +3.6% | -6.5% |
| 3M | -33.8% | -17.7% | -16.2% | -30.2% |
| 6M | -16.1% | -25.1% | +9.0% | -9.2% |
| YTD | +13.4% | -45.7% | +59.2% | +34.9% |
| 1Y | -2.6% | -47.9% | +45.3% | +17.5% |
| 3Y | -70.3% | +8.9% | -79.2% | -73.8% |
| 5Y | -77.0% | +26.9% | -103.9% | -82.9% |
| All | +1,919.4% | -9.8% | +1,929.2% | +1,349.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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