+402.2%
ENPH vs TDY
+841.0%
-438.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | +1.5% | -1.9% | +3.4% | +3.2% |
| 30D | -12.9% | -12.5% | -0.4% | -2.1% |
| 3M | -27.1% | -0.8% | -26.3% | -26.4% |
| 6M | -15.4% | -9.0% | -6.5% | -7.9% |
| YTD | +15.0% | +16.8% | -1.8% | -0.4% |
| 1Y | -0.7% | +9.5% | -10.2% | -9.0% |
| 3Y | -69.3% | +45.4% | -114.8% | -79.1% |
| 5Y | -76.7% | +37.8% | -114.5% | -83.0% |
| 10Y | +1,947.8% | +470.2% | +1,477.6% | +206.5% |
| All | +402.2% | +841.0% | -438.8% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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