+429.0%
ENPH vs TD
+396.4%
+32.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +7.6% |
| 7D | +9.3% | +0.9% | +8.4% | +8.3% |
| 30D | -7.3% | -0.7% | -6.6% | -7.0% |
| 3M | -31.7% | +6.3% | -38.0% | -35.8% |
| 6M | -3.5% | +27.9% | -31.4% | -23.3% |
| YTD | +21.2% | +29.8% | -8.7% | -4.9% |
| 1Y | +0.1% | +63.7% | -63.6% | -36.7% |
| 3Y | -67.7% | +128.3% | -196.0% | -85.3% |
| 5Y | -76.2% | +125.5% | -201.8% | -89.4% |
| 10Y | +2,057.2% | +296.7% | +1,760.5% | +388.1% |
| All | +429.0% | +396.4% | +32.6% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling