+429.0%
ENPH vs TCOM
+278.9%
+150.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.3% | +8.1% | +7.2% |
| 7D | +9.3% | -7.6% | +16.9% | +11.8% |
| 30D | -7.3% | -12.2% | +5.0% | -3.7% |
| 3M | -31.7% | -14.2% | -17.5% | -29.2% |
| 6M | -3.5% | -25.0% | +21.5% | +4.0% |
| YTD | +21.2% | -43.7% | +64.8% | +41.2% |
| 1Y | +0.1% | -44.5% | +44.6% | +17.2% |
| 3Y | -67.7% | +13.4% | -81.1% | -71.5% |
| 5Y | -76.2% | +26.5% | -102.7% | -81.6% |
| 10Y | +2,057.2% | -10.3% | +2,067.5% | +1,619.1% |
| All | +429.0% | +278.9% | +150.1% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling