-76.7%
ENPH vs TCOM
+21.5%
-98.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.7% |
| 7D | +1.5% | -6.5% | +8.0% | +3.1% |
| 30D | -12.9% | -16.2% | +3.4% | -9.3% |
| 3M | -27.1% | -19.3% | -7.8% | -23.8% |
| 6M | -15.4% | -27.2% | +11.8% | -9.6% |
| YTD | +15.0% | -46.2% | +61.2% | +31.7% |
| 1Y | -0.7% | -46.6% | +45.9% | +14.0% |
| 3Y | -69.3% | +8.4% | -77.7% | -72.1% |
| 5Y | -76.7% | +25.8% | -102.5% | -81.5% |
| All | -76.7% | +21.5% | -98.2% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling