-69.9%
ENPH vs TD
+123.9%
-193.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -4.3% |
| 7D | +3.4% | -1.9% | +5.3% | +5.3% |
| 30D | -10.3% | -1.6% | -8.7% | -9.2% |
| 3M | -31.4% | +4.6% | -36.0% | -34.6% |
| 6M | -10.1% | +26.8% | -36.9% | -27.7% |
| YTD | +14.6% | +28.3% | -13.8% | -8.7% |
| 1Y | -3.2% | +60.4% | -63.7% | -36.4% |
| All | -69.9% | +123.9% | -193.8% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling